Peter K. Friz (born 1974 in Klagenfurt) is a mathematician working in the fields of

partial differential equations In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives. The function is often thought of as an "unknown" that solves the equation, similar to how ...

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

, 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 an ...

Education and career

He studied at the

Vienna University of Technology TU Wien () is a public research university in Vienna, Austria. The university's teaching and research are focused on engineering, computer science, and natural sciences. It currently has about 28,100 students (29% women), eight faculties, and ...

, Ecole Centrale Paris,

University of Cambridge The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209, the University of Cambridge is the List of oldest universities in continuous operation, wo ...

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). Founded in 1935, it is named after Richard Courant, one of the founders of the Courant Institute ...

(

New York University New York University (NYU) is a private university, private research university in New York City, New York, United States. Chartered in 1831 by the New York State Legislature, NYU was founded in 1832 by Albert Gallatin as a Nondenominational ...

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

Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated, doing business as Merrill, and previously branded Merrill Lynch, is an American investment management and wealth management division of Bank of America. Along with BofA Securities, the investm ...

, then held academic positions at the

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

Technische Universität Berlin (TU Berlin; also known as Berlin Institute of Technology and Technical University of Berlin, although officially the name should not be translated) is a public university, public research university located in Berlin, Germany. It was the first ...

, 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 Austrian mathematicians Living people 1974 births Academic staff of Technische Universität 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