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 an ...
.
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
The University of Cambridge is a public collegiate research university in Cambridge, England. Founded in 1209 and granted a royal charter by Henry III in 1231, Cambridge is the world's third oldest surviving university and one of its most pr ...
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, th ...
), and obtained his PhD in 2004 under the supervision of
S. R. Srinivasa Varadhan.
He worked as a quantitative associate at
Merrill Lynch, then held academic positions at the
University of Cambridge
The University of Cambridge is a public collegiate research university in Cambridge, England. Founded in 1209 and granted a royal charter by Henry III in 1231, Cambridge is the world's third oldest surviving university and one of its most pr ...
, and the Radon Institute. Since 2009, he is full professor at the
Technical University of Berlin, 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
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References
External links
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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
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