Steffen Schuldenzucker

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Steffen Schuldenzucker
Ph.D. Student
Department of Informatics
University of Zurich
Binzmühlestrasse 14
CH-8050 Zürich
Room BIN 2.B.04
Tel +41 44 635 45 82
Email schuldenzucker@ifi.uzh.ch

Short Bio

Since September 2014, Steffen is a Ph.D. student advised by Prof. Sven Seuken 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 software developer at several companies.

Research Interests

Financial Networks, Financial Derivatives, Systemic Risk, Electronic Market Design

Research Papers

  1. The Computational Complexity of Clearing Financial Networks with Credit Default Swaps.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. May 2019. Working Paper. [arXiv] See Also:
    • Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete.
      In Proceedings of the 8th Innovations in Theoretical Computer Science (ITCS) Conference, Berkeley, USA, January 2017. [pdf]
    • Clearing Payments in Financial Networks with Credit Default Swaps [Extended Abstract].
      In Proceedings of the 17th ACM Conference on Economics and Computation (EC), Maastricht, The Netherlands, July 2016. [pdf]
  2. Portfolio Compression: Positive and Negative Effects on Systemic Risk.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. March 2018. Research Note. [pdf] [SSRN]
  3. Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. Accepted at Management Science. Forthcoming in 2019. [pdf]  [SSRN] See Also:
    • Clearing Payments in Financial Networks with Credit Default Swaps [Extended Abstract].
      In Proceedings of the 17th ACM Conference on Economics and Computation (EC), Maastricht, The Netherlands, July 2016. [pdf]
    An Axiomatic Framework for No-Arbitrage Relationships in Financial Derivatives Markets. Steffen Schuldenzucker. May 2016. Working Paper. [pdf]
    • Presented at Logic and the Foundations of Game and Decision Theory (LOFT), Maastricht, The Netherlands, July 2016.
  4. Decomposing Contracts – A Formalism for Arbitrage Argumentations.
    Steffen Schuldenzucker. Master's Thesis. Bonn, Germany, Sep 2014. [pdf]
 

Teaching