Steffen Schuldenzucker

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 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.

Research Interests

Financial Networks, Financial Derivatives, Systemic Risk, Electronic Market Design, Domain-Specific Languages

Research Papers

  1. Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. November 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. [pdf]
  2. The Computational Complexity of Clearing Financial Networks with Credit Default Swaps.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. November 2017. Working Paper. [pdf] 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]
  3. 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