Professor

Office: A5, 6 - C 207

Office hours by appointment only

Phone: +49  621 181-2513

Fax: +49  621 181-2666

E-Mail: schied(at)uni-mannheim.de

Personal website: alexschied.de

 

Profile

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.

 

Publications

See personal website for the publications by Alexander Schied
Author profiles at Google Scholar and MathSciNet

 

Editorial activities