Winter school on Financial Mathematics 2003 - List of participants Peter Spreij Korteweg-de Vries Institute for Mathematics Universiteit van Amsterdam Plantage Muidergracht 24 1018 TV Amsterdam The Netherlands fax: +31-20-5255101 ---------------------------------------------------------------------------- Frank van der Meulen Vrije Universiteit Amsterdam De Boelelaan 1081A 1081 HV Amsterdam Nederland fax: ---------------------------------------------------------------------------- Michel Vellekoop University of Twente Postbus 217 7500 AE ENSCHEDE Nederland 053-4893800 ---------------------------------------------------------------------------- Wolfgang RUNGGALDIER Universita' di Padova Dipartimento di Matematica Pura ed Applicata Via Belzoni, 7 I - 35131 Padova Italy fax: +39-049-8275892 ---------------------------------------------------------------------------- Alessandro Sbuelz Tilburg University Finance Department, Tilburg University Warandelaan 2 5000 LE, Tilburg The Netherlands 90153 Tilburg The Netherlands fax: +31-13-4662875 ---------------------------------------------------------------------------- Paul Glasserman Columbia University 403 Uris Hall 10027 New York USA fax: ---------------------------------------------------------------------------- Marc De Ceuster University of Antwerp Prinsstraat 13 2000 Antwerp Belgium fax: + 32 220 40 64 ---------------------------------------------------------------------------- Anouk Claes University of Antwerp Prinsstraat 13 2000 Antwerp Belgium fax: + 32 3 220 40 64 ---------------------------------------------------------------------------- Rüdiger Frey Universität Leipzig Mathematisches Institut Augustusplatz 10/11 04109 Leipzig Germany fax: +49/341/9732197 ---------------------------------------------------------------------------- Arjen Monster ABN AMRO Asset Management Hoogoorddreef 66-68 (P.O. Box 283) 1000 EA Amsterdam The Netherlands fax: + 31 20 3831359 ---------------------------------------------------------------------------- Hans van der Weide TUDelft Mekelweg 4 2628 CD Delft Nederland fax: (015) 2787255 ---------------------------------------------------------------------------- Jasper Anderluh TUDelft Mekelweg 4 HB 6.280 2628CD Delft Netherlands fax: ---------------------------------------------------------------------------- Antoine P.C. van der Ploeg University of Amsterdam Roetersstraat 11 1018 WB Amsterdam The Netherlands fax: ---------------------------------------------------------------------------- Viktor L. Tchistiakov ING Group Amsterdam De Amsterdamse Poort, Location code HD05.04 P.O. Box 1800 1000 BV Amsterdam The Netherlands fax: 020 5651092 ---------------------------------------------------------------------------- Svetlana Borovkova TUDelft Fac. EWI Mekelweg 4 2628 CD Delft Netherlands fax: 015-2787255 ---------------------------------------------------------------------------- Alexander Boogert Essent Energy Trading Statenlaan 8 5223 LA 's-Hertogenbosch Netherlands fax: 073 8531 578 ---------------------------------------------------------------------------- Andreas Kyprianou University of Utrecht Mathematics Dept., Budapestlaan 6 3584 CD Utrecht fax: 030 - 251 8394 ---------------------------------------------------------------------------- Raoul Pietersz Erasmus University Rotterdam Zomerdijkstraat 6-II 1079 XA Amsterdam The Netherlands fax: ---------------------------------------------------------------------------- Artur Alves Universidade de Coimbra Departamento de Matemática Apartado 3008 3001 - 454 Coimbra Portugal fax: ---------------------------------------------------------------------------- Sophie Ladoucette EURANDOM, TU/e P.O. Box 513 5600 MB Eindhoven The Netherlands fax: 0031 40 2478190 ---------------------------------------------------------------------------- Mandira Sarma EURANDOM, TU/e P.O. Box 513 5600 MB Eindhoven The Netherlands fax: 0031-40-247 8190 ---------------------------------------------------------------------------- Marcel Visser PhD Student Lomanstraat 52-III 1075 RD Amsterdam Netherlands fax: ---------------------------------------------------------------------------- Erik Baurdoux Universiteit Utrecht Budapestlaan 6 3584 CD Utrecht Netherlands fax: ---------------------------------------------------------------------------- Arianto Wibowo University of Twente Calslaan 49-34 7522MJ Enschede The Netherlands fax: +31 53 489 3800 ---------------------------------------------------------------------------- Emad Imreizeeq University of Twente Geulstraat 28 7523TT Enschede Netherlands fax: (053) 489 3800 ---------------------------------------------------------------------------- Maria Silva Universidade Técnica de Lisboa Instituto Superior de Economia e Gestão Rua do Quelhas,6 1200-781 Lisbon Portugal fax: ---------------------------------------------------------------------------- Maria Kholopova University of Twente FELab Capitool A107 PO Box 217 7500 AE Enschede Nederland fax: +31(0)534892159 ---------------------------------------------------------------------------- Hans Schumacher Tilburg University Department of Econometrics and OR P.O. Box 90153 5000 LE Tilburg the Netherlands fax: 013-4663280 ---------------------------------------------------------------------------- Igor Grubisic Universiteit Utrecht Universiteit Utrecht Budapestlaan 6 3584 CD Utrecht Netherlands fax: ---------------------------------------------------------------------------- John Schoenmakers Weierstrass Institute Berlin Mohrenstrasse 39 D 10117 Berlin Germany fax: ---------------------------------------------------------------------------- Pranab Mandal FELab, Universiteit Twente Afdeling Toegepaste Wiskunde Faculteit EWI Drienerlolaan 5 7522 NB Enschede Nederland fax: 053-489-3069 ---------------------------------------------------------------------------- Budhi Arta Surya University of Utrecht Mathematics Institute, Budapestlaan 6 3584 CD Utrecht Netherlands fax: ---------------------------------------------------------------------------- Vera Minina FELab, University of Twente dr Plesmansingel 177 1185GP Amstelveen The Netherlands fax: ---------------------------------------------------------------------------- Alex Zilber FELab, University of Twente dr Plesmansingel 177 1185GP Amstelveen The Netherlands fax: ---------------------------------------------------------------------------- Philippe Jacobs KBC Bank BRU HAV12-RIS Havenlaan 12 B-1080 Brussels Belgium Fax: 32-2-4294046 ---------------------------------------------------------------------------- Clemens Mair Derivative Researcher ABN AMRO Bank Product Analysis (HQ1059) Postbus 283 1000 EA Amsterdam Netherlands fax: 020 6296197 ---------------------------------------------------------------------------- nadja guenster EUR, RSM P.O. Box 1738 3000 DR Rotterdam Netherlands fax: 010-4089017 ---------------------------------------------------------------------------- jeroen derwall EUR, RSM P.O. Box 1738 3000 DR Rotterdam netherlands fax: 010-4089017 ---------------------------------------------------------------------------- Ludolf Meester TU Delft Mekelweg 4 2628 CD Delft Netherlands fax: 015 2787255 ---------------------------------------------------------------------------- Erwin Charlier ABN AMRO Credit Risk Modelling Gustav Mahlerlaan 10 (HQ1056) 1082 PP Amsterdam The Netherlands fax: 020 629 6197 ---------------------------------------------------------------------------- Amy Wong PhD student Tinbergen Instituut, Burgemeester Oudlaan 50 3062 PA Rotterdam The Netherlands fax: 010-408 9031 ---------------------------------------------------------------------------- Dominique Dupont FELab University of Twente P.O. Box 217 7500 AE Enschede Netherlands fax: (053) 489 21 59 ---------------------------------------------------------------------------- Guus Balkema UvA Prinsengracht 844 1017 jm Amsterdam NL fax: ---------------------------------------------------------------------------- Konrad Banachewicz VU Mathematics Department Uilenstede 102E / 2041B 1183 AM Amstelveen Netherlands fax: ---------------------------------------------------------------------------- Jan Liinev Ghent University Dept. of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281/S9, B-9000 Ghent, Belgium Belgium fax: ++32 (0)9 264 4995 ---------------------------------------------------------------------------- Martijn Pistorius King's College London, Department of Mathematics Strand Campus WC2R 2LS London UK fax: ---------------------------------------------------------------------------- Koen Veltman Tilburg University Utrechtsestraat 16 5038 EL Tilburg NL fax: ---------------------------------------------------------------------------- Mikael Bunicich Structured Products Research ING Investment Management Beatrixlaan 15 2595 AK The Hague The Netherlands telephone: 070-3791327 ---------------------------------------------------------------------------- Uwe Wystup HfB - Busniness School of Finance and Management Sonnemannstrasse 9 – 11 60314 Frankfurt am Main Germany fax: +49-69-136-51067 ---------------------------------------------------------------------------- Yizhi (James) He FELab, Department of F&A, Univerisity of Twente Capitool A 107, P.O.Box 217 7500 AE Enschede Netherlands fax: +31 53 489 2159 ---------------------------------------------------------------------------- Susanne Griebsch Student at Goethe University, Frankfurt Hessenstr.5 65529 Waldems-Bermbach Germany fax: ---------------------------------------------------------------------------- Natacha CAYLUS IRISA/INRIA Campus de Beaulieu 35042 Rennes France fax: ---------------------------------------------------------------------------- Arnaud GUYADER lecturer in Université de Rennes 2 (i.e. full-time university staff) IRISA (projet Sigma2) Campus de Beaulieu 35042 Rennes Cedex FRANCE fax: +33 2 99 84 71 71 ---------------------------------------------------------------------------- Ralph Koijen Ph.D Student, Tilburg University, Department of Finance Van Goorstraat 41 5014 ME Tilburg The Netherlands fax: +31 13 466 2875 ---------------------------------------------------------------------------- Shota Gugushvili Korteweg-de Vries Institute for Mathematics Plantage Muidergracht 24 1018 TV Amsterdam The Netherlands fax: ---------------------------------------------------------------------------- Anna Gutkowska ERIM/EUR Burg. Oudlaan 50 P.O. Box 1738 3000 DR Rotterdam The Netherlands fax: ---------------------------------------------------------------------------- Kees van Schaik MathFinance Institute (Goethe University). Germaniaplatz 29 60385 Frankfurt am Main Germany fax: ---------------------------------------------------------------------------- Valerie Goffin ELECTRABEL RALM Boulevard du régent, 8 B-1000 Bruxelles + 32 10 48 51 68 ---------------------------------------------------------------------------- Fred Roose ABN-AMRO PB 283 - HQ 1059 1000EA Amsterdam the Netherlands fax: +31-20-6296197 ---------------------------------------------------------------------------- Jacopo Zani Corso Italia, 3 20122 Milano Italy fax: 02/72929284 ---------------------------------------------------------------------------- Yu Zuo FE Lab, Twente University Emmastraat 210-908 7513BH Enschede Netherlands fax: ---------------------------------------------------------------------------- Szabolcs Gaál Abn Amro Bank NV (HQ 1059) ABN AMro Bank NV HQ 1059 Gustav Mahlerlaan 10 1082 AN Amsterdam Holland fax: N/A ---------------------------------------------------------------------------- Hicham Zmarrou Kdv universiteit van Amsterdam Plantage Muidergracht 24 1018 TV Amsterdam Netherland fax: ----------------------------------------------------------------------------