Concept
Distribution of the product of two random variables
Personnes associées (26)
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.
Emre Telatar
I. Emre Telatar received the B.Sc. degree in electrical engineering from the Middle East Technical University, Ankara, Turkey, in 1986. He received the S.M. and Ph.D. degrees in electrical engineering and computer science from the Massachusetts Institute of Technology, Cambridge, in 1988 and 1992 respectively. In 1992, he joined the Communications Analysis Research Department at AT&T Bell Laboratories (later Lucent Technologies), Murray Hill, NJ. He has been at the EPFL since 2000.
Emre Telatar was the recipient of the IEEE Information Theory Society Paper Award in 2001. He was a program co-chair for the IEEE International Symposium on Information Theory in 2002, and associate editor for Shannon Theory for the IEEE Information Theory Transactions from 2001 to 2004. He was awarded the EPFL Agepoly teaching prize in 2005.
Emre Telatar's research interests are in communication and information theories.
Marcel Drabbels
D'origine néerlandaise, Marcel Drabbels est né à Venray en 1966. Il a fait ses études en physique expérimentale à l'Université de Nijmegen et a obtenu son titre de docteur en 1993 dans cette même université. Il a ensuite poursuivi des études postdoctorales à l'Université de Californie à Santa Barbara où il a effectué des recherches dans le domaine de la dynamique des molécules dans des états vibrationnels hautement excités et a développé une nouvelle technique de détection pour l'étude de la photodissociation des molécules. En 1996, il est retourné aux Pays-Bas pour joindre le FOM Institute for Atomic and Molecular Physics à Amsterdam où il a mis au point un nouveau type de " streak cameras " pour linfrarouge. En 1997, M. Drabbels a été nommé membre de lAcadémie Royale Hollandaise des Sciences et a poursuivi sa carrière à lUniversité Libre dAmsterdam. Il y a étudié la dynamique des collisions de molécules et a initié des expériences de photodissociation en utilisant des lasers ultrarapides. Il a été nommé Maître d'Enseignement et Recherche (MER) à partir du 1er octobre 1998 au Département de chimie de l'EPFL. Il se consacre à l'étude de la dynamique nanoscopique. En mars 2021, il est promu professeur titulaire.