Univ.Prof.Dr. Walter Schachermayer

Univ.Prof.Dr. Walter Schachermayer

Technische Universität Wien

Walter Schachermayer is wellknown for his research on some foundational issues of Mathematical Finance. In the nineties he proved a general version of the Fundamental Theorem of Asset Pricing jointly with F. Delbaen and more recently he obtained jointly with D. Kramkov some basic results on dynamic portfolio optimisation. His research interests also include functional analysis, stochastic integration as well as actuarial mathematics.

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