Peter K. Friz (born 1974 in

Klagenfurt Klagenfurt am WörtherseeLandesgesetzblatt 2008 vom 16. Jänner 2008, Stück 1, Nr. 1: ''Gesetz vom 25. Oktober 2007, mit dem die Kärntner Landesverfassung und das Klagenfurter Stadtrecht 1998 geändert werden.'/ref> (; ; sl, Celovec), usually ...

) is a mathematician working in the fields of

partial differential equations In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similarly to ...

quantitative finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require ...

, and

stochastic analysis Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created ...

Education and career

He studied at the

Vienna University of Technology TU Wien (TUW; german: Technische Universität Wien; still known in English as the Vienna University of Technology from 1975–2014) is one of the major universities in Vienna, Austria. The university finds high international and domestic recogn ...

, Ecole Centrale Paris,

University of Cambridge , mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Schola ...

and

Courant Institute of Mathematical Sciences The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU), and is among the most prestigious mathematics schools and mathematical sciences research cente ...

(

New York University New York University (NYU) is a private research university in New York City. Chartered in 1831 by the New York State Legislature, NYU was founded by a group of New Yorkers led by then- Secretary of the Treasury Albert Gallatin. In 1832, ...

), and obtained his PhD in 2004 under the supervision of S. R. Srinivasa Varadhan. He worked as a quantitative associate at

Merrill Lynch Merrill (officially Merrill Lynch, Pierce, Fenner & Smith Incorporated), previously branded Merrill Lynch, is an American investment management and wealth management division of Bank of America. Along with BofA Securities, the investment banki ...

, then held academic positions at the

, and the Radon Institute. Since 2009, he is full professor at the

Technical University of Berlin The Technical University of Berlin (official name both in English and german: link=no, Technische Universität Berlin, also known as TU Berlin and Berlin Institute of Technology) is a public research university located in Berlin, Germany. It was ...

, and associated with the Weierstrass Institute for Applied Analysis and Stochastics in Berlin. In 2010 he has been awarded an ERC Starting Grant. In 2016 he has been awarded an ERC Consolidator Grant.

Books

* with * with * with

References

External links

* * 21st-century German mathematicians Living people 1974 births Academic staff of the Technical University of Berlin European Research Council grantees Alumni of the University of Cambridge Courant Institute of Mathematical Sciences alumni TU Wien alumni Probability theorists {{Germany-mathematician-stub