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
- The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. September 2017. Working Paper. [pdf] 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. Earlier working paper: [pdf]
- 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]
- 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.