Since September 2014, Steffen is a Ph.D. student in the Computation and Economics Research Group at the Department of Informatics of the University of Zurich. Steffen received a BSc (2012) and a MSc (2014) in Mathematics from the University of Bonn, Germany. Besides his studies, Steffen worked as a student empolyee for KPMG's IT Consulting team and as a programmer for several software companies.
Financial Networks, Financial Derivatives, Systemic Risk, Electronic Market Design, Domain-Specific Languages
- Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete.
Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. In Proceedings of the 8th Innovations in Theoretical Computer Science (ITCS) Conference, Berkeley, USA, January 2017. [current working paper]
- Clearing Payments in Financial Networks with Credit Default Swaps.
Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. Extended Abstract in Proceedings of the 17th ACM Conference on Economics and Computation (EC), Maastricht, The Netherlands, July 2016.[current working paper]
- An Axiomatic Framework for No-Arbitrage Relationships in Financial Derivatives Markets
Steffen Schuldenzucker. May 2016. Working Paper. Presented at Logic and the Foundations of Game and Decision Theory (LOFT), Maastricht, The Netherlands, July 2016. [current working paper]
- Decomposing Contracts – A Formalism for Arbitrage Argumentations.
Steffen Schuldenzucker. Master's Thesis. Bonn, Germany, Sep 2014.