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Experts involved in FINRISK

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    S Field of Expertise
Sato Yuki
University of Lausanne
Financial Economics; Asset Pricing Theory
Scaillet Olivier
University of Geneva
Option Pricing Theory; Interest Rate Derivativies; Financial Econometrics
Scheidegger Simon
University of Zurich
High performance computing in economics & finance; Computational economics; Financial economics; Financial engeneering; Gravitational waves; Core-collapse supernovae; Computational magnetohydrodynamics
Schmedders Karl
University of Zurich
Computational Economics; General Equilibrium Theory; Asset Pricing; Portfolio Selection
Schneider Paul
University of Lugano
Asset Pricing; Financial Econometrics
Schuerhoff Norman
University of Lausanne
Real Options; Bond Market Microstructure; Capital Structure; Theory and Evidence
Schulze Klaas
EPF Lausanne
Mathematical Finance; Term Structure of Interest Rates
Schweizer Martin
ETH Zurich
Mathematical Finance; Hedging; Asset Pricing Theory; Arbitrage Pricing; Option Pricing Theory; Portfolio and Consumption Choice
Soner Halil Mete
ETH Zurich
Nonlinear partial differential equations; Asymptotic analysis of Ginzburg-Landau type systems; Viscosity solutions; Mathematical finance
St Amour Pascal
University of Lausanne
Asset Pricing; Predictability; Equity Risk Premium; Portfolio and Consumption Choice
Steude Sven Christian
University of Zurich
Banking; Evolutionary Finance
Strong Winslow
ETH Zurich
Financial mathematics; Applied probability and stochastic processes; Bridging the gap between the idealizations of mathematical models and the pragmatic data-driven approach of engineers

Found 12 of totally 89 experts    
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