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Univ.Prof. Mag.rer.soc.oec. Dr.phil.

Walter Schachermayer

Phone

E-Mailwalter.schachermayer@tuwien.ac.at

Assigned

E105

Business Card

Profile

Publications:

Publications

Keywords

Keyword (German)	Keyword (English)
Funktionalanalysis	functional analysis
Stochastische Finanzmarktmodelle	stochastic models in finance
No-Arbitrage Theorie	no-arbitrage theory
Nutzenmaximierung	utility maximisation
Stochastische Prozesse	stochastic processes

Area of expertise according to Statistik Austria

Code	Area of expertise (German)	Area of expertise (English)
1104	Angewandte Mathematik	Applied mathematics
1117	Versicherungsmathematik	Actuarial mathematics
1118	Wahrscheinlichkeitstheorie	Probability theory
1137	Finanzmathematik	Financial mathematics

National award

Awarding Organization	Program	Function	Name	From	Until	Website	Project ID
FWF - Der Wissenschaftsfonds	Wittgenstein-Preis		Wittgenstein Prize	01.01.1998

Membership in committee

Committee	Description	Location	Function	From-To	Comment
scientific committee/curatorship/institute	Advisory Boards der "Monatshefte für Mathematik"	Austria	Member	01/2001 -	MitgliedMitglied des Advisory Boards der "Monatshefte für Mathematik" Member of the Advisory Boards from the "Monatshefte für Mathematik"
scientific circle	Gesellschaft für Versicherungsfachwissen	Austria	Chairman	01/2002 -	Vorstandsmitglied / Member of the BoardVorstandsmitglied der Gesellschaft für Versicherungsfachwissen Member of the Board from the Gesellschaft für Versicherungsfachwissen (Society for Insurance Knowledge)
scientific circle	Scientific Association for Insurance, Financial, and Operational Risk Management (INFORM)	Austria	Chairman	01/1998 -	Vorsitzender / ChairmanVorsitzender der Scientific Association for Insurance, Financial, and Operational Risk Management (INFORM)Chairman of the Scientific Association for Insurance, Financial, and Operational Risk Management (INFORM)
scientific circle	Wolfgang Pauli Gesellschaft	Austria	Chairman	01/2001 -	Vorstandsmitglied / Member of the BoardVorstandsmitglied der Wolfgang Pauli Gesellschaft Member of the Board of the Wolfgang Pauli Gesellschaft
scientific circle	Österreichische Mathematischen Gesellschaft	Austria	Chairman	01/2001 - 12/2005	Vorstandsmitglied und Kassier / Member of the executive committee and treasurerVorstandsmitglied und Kassier der Österreichischen Mathematischen GesellschaftMember of the executive committee and treasurer of the Austrian Mathematical Society
scientific circle	Österreichischen Mathematischen Gesellschaft	Austria	Chairman	01/2006 -	Vize-Präsident / Vice PresidentVize-Präsident der Österreichischen Mathematischen GesellschaftVice President of the Austrian Mathematical Society

Journal participation

Title	Classification	Referenced	Function	From-To	Comment
Annals of Applied Probability	SCI (Science Citation Index)	Yes	Editorial board	01/2000 -	Associate Editor
Annals of Finance	SCI (Science Citation Index)	Yes	Editorial board	01/2004 -	Associate Editor
Finance and Stochastics	SCI (Science Citation Index)	Yes	Editorial board	01/1997 - 12/2001	Mitglied des Editorial Boards / Member of the Editorial Board
Mathematical Finance	SCI (Science Citation Index)	Yes	Editorial board	01/2002 -	Associate Editor
Mathematics and Financial Economics	SCI (Science Citation Index)	Yes	Editorial board	01/2007 -
Statistics and Decisions	unclassified	Yes	Editorial board	01/2002 -	Co-Editor

R&D Accomplishments

Description	From	Until
Other categories
Geladener Experte für den Ausschuss "Excelllence Cluster Germany", Bad Honneff, Deutschland	06/2006	06/2006
Vize-Präsident der Aktuarvereinigung Österreichs	01/2008	05/2008
Vorsitzender des Ausbildungskommitees der Aktuarsvereinigung Österreichs	01/2000	05/2008

Events / Conferences

Category	Collaboration	Event name	From	Until	Function/Comments
Postgraduate courses / Summer School	Sonstiges		05/2001	05/2001	Kurs: "Utility Maximization in Incomplete Financial Models", Catteda Galeiano of Scuola Normale Superiore, Pisa, Italy
Postgraduate courses / Summer School	Sonstiges		09/2004	09/2004	Vortrag: "On Utility Based Pricing of Contingent Claims in Incomplete Markets", Autumn School & International Conference on Stochastic Finance; Lisbon, Portugal (30.September 2004)
Postgraduate courses / Summer School	Sonstiges		06/2004	06/2004	Vortrag: "On Utility Based Pricing of Contingent Claims in Incomplete Markets"; Workshop on Semimartingale Theory and Practice in Finance, Banff International Research Station, Canada (7. Juni 2004)
Postgraduate courses / Summer School	Sonstiges		11/2000	12/2000	Vortrag: "Optimal Investment in Incomplete Markets when Wealth may Become Negative"; Berlin Workshop on Mathematical Finance for Young Researchers, TU & HU Berlin, Germany (01.12.2000)
Postgraduate courses / Summer School	Sonstiges		06/2003	06/2003	Vortrag: "Utility Maximization in Incomplete Financial Markets"; ESF Exploratory Workshop, Arbitrage and Related Topics, Université de Paris 1 Panthéon-Sorbonne, France (26.06.2003)
Postgraduate courses / Summer School	Sonstiges		05/2000	05/2000	Vortrag: "Utility maximisation in incomplete financial markets" Seminar on Stochastic Analysis in Finance and Insurance, Mathematical Research Institute Oberwohlfahrt, Germany (08.05.2000)
Postgraduate courses / Summer School	Sonstiges		03/2003	03/2003	Vortrag:"Utility Maximisation under Transaction Costs"; Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, Oberwolfach, Germany (06.03.2003)
Postgraduate courses / Summer School	Sonstiges		05/2005	05/2005	Vortragserie: "Optimal Investment in Incomplete Financial Markets"; Workshop "Evolution Equations for Deterministic and Stochastic Systems", Centro di Ricerca Matematica Ennio de Giorgi, Pisa, Italy
Postgraduate courses / Summer School	Sonstiges		07/2003	07/2003	Vortragsreihe: "Utility Maximization in Incomplete Markets"; Series of Lectures at CIME Course on Stochastic Methods in Finance, Bolzano, Italy
Postgraduate courses / Summer School	Sonstiges		09/2005	09/2005	Vortragsserie "Mathematics of Arbitrage" im Rahmen von LAMSIN: "Mathematical Modelling in Finance" in Tunis, Tunesien
Postgraduate courses / Summer School	Sonstiges		08/2000	09/2000	Vortragsserie: "Introduction to the Mathematics of Financial Markets or: The Mathematics of Arbitrage" Series of 10 Lectures at the Summer School 2000, Saint Flour, France
Postgraduate courses / Summer School	Sonstiges		02/1999	02/1999	Vortragsserie: "The Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets"; Series of 3 lectures, UGC Zonal Workshop on Mathematics in Finance, Aligarh Muslim University, Dehli, India

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