Fabrizio CarboneBirth 20/04/1976
Master degree: University of Pavia "optoelectronic engineering". September 2001.
Reasearch scientist at Pirelli Labs, Milan Italy between September 2000 and August 2002.
PhD in condensed matter physics from the University of Geneva, prof. van der Marel gorup. January 2007
Post doc in physical chemistry at Caltech in prof. Zewail`s group. March 2007-April 2009
Pamela Isabel Delgado BordaI am a PhD student in the School of Computer and Communication Sciences at EPFL. I am part of the Operating Systems Laboratory and my advisor is Prof. Willy Zwaenepoel. I received my Bachelor's degree in Systems Engineering from Universidad Catolica Boliviana, Bolivia in 2008 and Master's degree in Computer Science, specialization Foundations of Software from EPFL in 2012.
Damir FilipovicDamir 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.