Go to content
- {{#headlines}}
- {{title}} {{/headlines}}
Profile
| Academic position | Post Doc |
|---|---|
| Research fields | Economic Theory,Economic Policy, Applied Economics,Numerical Analysis, Optimization, Simulation |
| Keywords | Banking, Carbon dioxide trading, Convex optimization, Optimal derivative design |
Current contact address
| Country | Switzerland |
|---|---|
| City | Zürich |
| Institution | Universität Zürich |
| Institute | Institut für Banking und Finance |
Host during sponsorship
| Prof. Dr. Ulrich Horst | Institut für Mathematik, Humboldt-Universität zu Berlin, Berlin |
|---|---|
| Start of initial sponsorship | 01/12/2009 |
Programme(s)
| 2009 | Humboldt Research Fellowship Programme for Postdocs |
|---|
Publications (partial selection)
| 2011 | Ulrich Horst, Santiago Moreno Bromberg: E ciency and Equilibria in Games of Optimal Derivative Design. In: Mathematics and Financial Economics, 2011, 269-297 |
|---|---|
| 2010 | Ivar Ekeland, Santiago Moreno Bromberg: An Algorithm for Computing Solutions of Variational Problems with Global Convexity Constraints.. In: Numerische Mathematik, 2010, 45-69 |