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 risk measurement and risk management, stochastic modeling and optimization in finance and economics, robustness and model uncertainty, and issues arising from market microstructure and price impact. 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.
See personal website for the publications by Alexander Schied
Author profiles at Google Scholar and MathSciNet
- Associate Editor, Bernoulli (since 2013)
- Associate Editor, Finance and Stochastics (since 2008)
- Associate Editor, Jahresbericht der DMV (2005-2012)
- Associate Editor, Mathematical Finance (since 2013)
- Associate Editor, SIAM Journal on Financial Mathematics (since 2008)
- Associate Editor, Market Microstructure and Liquidity (since 2014)
- Editorial Board Member, SIAM Book Series on Financial Mathematics (since 2013)