NCCR Guide 2013 - Schweizerischer Nationalfonds (SNF)

Financial Valuation
and Risk Management
NCCR FINRISK
Home Institution
University of Zurich
Start of the NCCR
November 1, 2001
NCCR Management
Director
Habib Michel, Prof.
phone: +41 (0)44 634 25 07
michel.habib@bf.uzh.ch
Deputy Director
Gibson Brandon Rajna, Prof.
phone: +41 (0)22 379 89 83
rajna.gibson@unige.ch
Loderer Claudio, Prof.
phone: +41 (0)31 631 37 75
claudio.loderer@ifm.unibe.ch
Administrative Director
Jaeger Eckart, Mr.
phone: + 41 (0)44 634 39 55
jaeger@nccr-finrisk.ch
Research
Hens Thorsten, Prof.
Knowledge and
Technology Transfer
Vanini Paolo, Prof.
Education and Training
Degeorge François, Prof.
Morellec Erwan, Prof.
Paolella Marc, Prof.
Advancement of Women
Ravanelli Claudia, Dr.
International Scientific Council
Loubergé Henri, Prof.
Communication
Eckart Jaeger, Mr.
Address
NCCR FINRISK
Voltastrasse 59
8044 Zurich
phone: + 41 (0)44 634 39 55
fax: + 41 (0)44 634 56 37
admin@nccr-finrisk.ch
Web Address
www.nccr-finrisk.ch
Public Relations
• Folder “NCCR FINRISK”
• ”FINRISK Letter“
• Booklet “Risk and Risky
Management”
• Booklet “Challenges to
Executive Compensation”
• Booklet “FINRISK –
Competence in Finance”
Research
Module “Asset Pricing
and Portfolio Management”
Coordinator: Trojani F.
Behavioural finance
Head: Hens T.
Macro risk, capital flows
and asset pricing in
international finance
H: Bacchetta P.
New methods in theoretical
and empirical asset pricing
H: Trojani F.
Dynamic Asset Pricing
H: Filipovic D.
Module “Corporate Finance”
Coordinator: Fahlenbrach R.
Corporate finance,
market structure and the
theory of the firm
H: Habib M.
Heads of Individual Research Projects, Modules and Supervisors
of Doctoral School
Bacchetta Philippe, Prof.
Barone-Adesi Giovanni, Prof.
Degeorge François, Prof.
Fahlenbrach Ruediger, Prof.
Filipovic Damir, Prof.
Gibson Brandon Rajna, Prof.
Habib Michel, Prof.
Hens Thorsten, Prof.
Kuebler Felix, Prof.
Mancini Loriano, Prof.
Morellec Erwan, Prof.
Paolella Marc, Prof.
Rochet Jean-Charles, Prof.
Scaillet Olivier, Prof.
Schweizer Martin, Prof.
Trojani Fabio, Prof.
Members of the Advisory Board
Brennan Michael, Prof.
Duffie Darrell, Prof.
Gourieroux Christian, Prof.
Pagano Marco, Prof.
Schachermayer Walter, Prof.
Stulz René, Prof.
Dynamic corporate finance:
theory and tests
H: Morellec E.
Module “Risk Management”
Coordinator: Mancini L.
Credit risk and non-standard
sources of risk in finance
H: Gibson Brandon, R.
Volatility and stability
in financial markets
H: Barone-Adesi G.
Module “Quantitative
Methods in Finance”
Coordinator: Scaillet O.
Mathematical methods in
financial risk management
H: Schweizer M.
Financial econometrics
for risk management
H: Scaillet O.
Computational financial
economics
H: Kuebler F.
Ecole des HEC, Université de Lausanne
Facoltà di Scienze Economiche, Università
della Svizzera Italiana, Lugano
Facoltà di Scienze Economiche, Università
della Svizzera Italiana, Lugano
Swiss Finance Institute at EPF Lausanne
Swiss Finance Institute at EPF Lausanne
Ecole des HEC, Université de Genève
Institut für Banking und Finance, Universität Zürich
Institut für Banking und Finance, Universität Zürich
Institut für Banking und Finance, Universität Zürich
Swiss Finance Institute at EPF Lausanne
Swiss Finance Institute at EPF Lausanne
Institut für Banking und Finance, Universität Zürich
Institut für Banking und Finance, Universität Zürich
Ecole des HEC, Université de Genève
Departement Mathematik, ETH Zürich
Facoltà di Scienze Economiche, Università della Svizzera Italiana,
Lugano
University of California, Los Angeles, US
Stanford University, California, US
University of Toronto, CA and CREST, Paris, FR
University of Napoli, IT
Universität Wien, AT
Ohio State University, Colombus, US
Module
“Banking and Regulation”
Coordinator: Rochet J-C.
Systemic risk and dynamic
contract theory
H: Rochet J-C.
Transfer projects ( strong
Swiss franc package)
Capital adequacy, valuation,
and portfolio selection for insurance
companies
H: Farkas E. W.
Programme
Swiss Doctoral School
in Finance
Supervisor: Degeorge F.,
Morellec, E. and Paolella, M.
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