Alexander Schied

    

                   



Affiliation:

Chair of Business Mathematics
University of Mannheim
A5, 6
68159 Mannheim
Germany

Office: C 207 in A 5, 6

Tel: +49-621-181-2513

Fax: +49-621-181-2666

E-Mail:  schied@uni-mannheim.de

              alex.schied@gmail.com
Alexander Schied joined Mannheim University in 2009. His research is in applied probability and stochastic analysis with applications to mathematical finance and economics. Recent research topics include risk measures and risk management, robust portfolio choice under model uncertainty, and optimization problems in the face of liquidity risk. Together with Hans Föllmer he co-authored the book "Stochastic Finance: An Introduction in Discrete Time".

Before coming to Mannheim, Alexander Schied was Associate Professor at TU Munich and at Cornell's School of Operations Research and Information Engineering. From 2003 to 2007 he was Associate Professor of Mathematics at TU Berlin.

He is an Associate Editor for Finance and Stochastics, the SIAM Journal of Financial Mathematics, and the Jahresbericht der DMV. Since 2009 he is a member of the Scientific Council of the research institute EURANDOM, and from 2006 to 2007 he was the Scientific Director of the Quantitative Products Laboratory in Berlin.

Alexander Schied holds a Ph.D. in Mathematics from the University of Bonn.


• CV

• Publications and preprints

• Teaching in Fall 2010

Office hours during the semester break by appointment only