Alexander Schied

Alexander Schied is Professor of Mathematics at the University of Mannheim. His research is in probability theory and stochastic analysis with applications to mathematical finance and economics. Recent research topics include stochastic optimization problems and stochastic optimal control, risk measures and risk management, robustness and model uncertainty, as well as stability issues in liquidity risk and market microstructure. 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, Cornell University, and TU Berlin. His postdoctoral years were spent at the Humboldt University of Berlin, the University of British Columbia, and the MSRI in Berkeley. He holds a doctoral degree in Mathematics from the University of Bonn.

1. •Plenary talk, 3rd SIAM Conference on Financial Mathematics and Engineering, San Francisco, 2010
   

2. •Plenary talk, 33rd Conference on Stochastic Processes and Their Applications, Berlin, 2009
   

3. •Heath Lectures, Carnegie Mellon University, Pittsburgh, 2006
   

4. •Cours Bachelier, Institut Henri Poincaré, Paris, 2005
   

Click here for the publications by Alexander Schied

Author profiles at Google Scholar and MathSciNet

1. •Associate Editor, Bernoulli (since 2013)
   

2. •Associate Editor, Finance and Stochastics (since 2008)
   

3. •Associate Editor, Jahresbericht der DMV (2005-2012)
   

4. •Associate Editor, SIAM Journal on Financial Mathematics (since 2008)
   

5. •Editorial Board Member, SIAM Book Series on Financial Mathematics (since 2013)