Personal homepage of Alexander Schied alexschied.de

Personal homepage of 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 Fi.

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Homepage Hans Buehler

2001 Msc in Stochastic Analysis and Finance, Humboldt University. Thesis Zur Struktur Brownscher Filtrationen. 2006 PhD in Financial Mathematics, Technical University.

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Personal homepage of Alexander Schied

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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 Fi.

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The website alexschied.de states the following, "Alexander Schied is Professor of Mathematics at the University of Mannheim." We viewed that the website said " His research is in probability theory and stochastic analysis with applications to mathematical finance and economics." It also said " 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 Fi."

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