Concept
Discounted cash flow
Related people (22)
Damir Filipovic
Damir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
François Gallaire
Né le 26 février 1975, François Gallaire obtient, en 1998, le diplôme dingénieur de lEcole Polytechnique à Paris et, en 1999, un master en « Physique des liquides » à lUniversité Pierre et Marie Curie, toujours à Paris. Il rejoint ensuite le Laboratoire dhydrodynamique (LadHyX) à lEcole polytechnique où il soutient, en 2003, une thèse sur le thème des instabilités des jets tournants et sur le contrôle de léclatement tourbillonnaire sous la direction de Jean-Marrc Chomaz. En 2003, il est nommé chargé de recherche au CNRS au Laboratoire J.A. Dieudonné de lUniversité de Nice Sophia-Antipolis.En 2009, il rejoint l'EPFL pour y fonder le laboratoire des mécanique des fluides et instabilités (LFMI). Ses recherches se concentrent sur létude des propriétés fondamentales de stabilité des écoulements de fluides et sont guidées par les applications réelles, en particulier le contrôle des écoulements. Récemment, il a réalisé dimportantes contributions dans les domaines de la micro-fluidique (lanalyse de la manipulation par laser dune goutte dans un micro-canal) et la dynamique des bio-fluides (le descriptif mécanique de lanévrisme de laorte abdominale).
Michel Bierlaire
Born in 1967, Michel Bierlaire holds a PhD in Mathematical Sciences from the Facultés Universitaires Notre-Dame de la Paix, Namur, Belgium (University of Namur). Between 1995 and 1998, he was research associate and project manager at the Intelligent Transportation Systems Program of the Massachusetts Institute of Technology (Cambridge, Ma, USA). Between 1998 and 2006, he was a junior faculty in the Operations Research group ROSO within the Institute of Mathematics at EPFL. In 2006, he was appointed associate professor in the School of Architecture, Civil and Environmental Engineering at EPFL, where he became the director of the Transport and Mobility laboratory. Since 2009, he is the director of TraCE, the Transportation Center. From 2009 to 2017, he was the director of Doctoral Program in Civil and Environmental Engineering at EPFL. In 2012, he was appointed full professor at EPFL. Since September 2017, he is the head of the Civil Engineering Institute at EPFL. His main expertise is in the design, development and applications of models and algorithms for the design, analysis and management of transportation systems. Namely, he has been active in demand modeling (discrete choice models, estimation of origin-destination matrices), operations research (scheduling, assignment, etc.) and Dynamic Traffic Management Systems. As of August 2021, he has published 136 papers in international journals, 4 books, 41 book chapters, 193 articles in conference proceedings, 182 technical reports, and has given 195 scientific seminars. His Google Scholar h-index is 68. He is the founder, organizer and lecturer of the EPFL Advanced Continuing Education Course "Discrete Choice Analysis: Predicting Demand and Market Shares". He is the founder of hEART: the European Association for Research in Transportation. He was the founding Editor-in-Chief of the EURO Journal on Transportation and Logistics, from 2011 to 2019. He is an Associate Editor of Operations Research. He is the editor of two special issues for the journal Transportation Research Part C. He has been member of the Editorial Advisory Board (EAB) of Transportation Research Part B since 1995, of Transportation Research Part C since January 1, 2006.