Hans Föllmer (20 May 1941 in
Heiligenstadt, Thuringia, Germany) is a German mathematician, currently
professor emeritus
''Emeritus/Emerita'' () is an honorary title granted to someone who retirement, retires from a position of distinction, most commonly an academic faculty position, but is allowed to continue using the previous title, as in "professor emeritus".
...
at the
Humboldt University
The Humboldt University of Berlin (, abbreviated HU Berlin) is a public university, public research university in the central borough of Mitte in Berlin, Germany.
The university was established by Frederick William III of Prussia, Frederick W ...
of
Berlin
Berlin ( ; ) is the Capital of Germany, capital and largest city of Germany, by both area and List of cities in Germany by population, population. With 3.7 million inhabitants, it has the List of cities in the European Union by population withi ...
,
visiting professor at the
National University of Singapore
The National University of Singapore (NUS) is a national university, national Public university, public research university in Singapore. It was officially established in 1980 by the merging of the University of Singapore and Nanyang University ...
, and
Andrew D. White Professor-at-Large at
Cornell University
Cornell University is a Private university, private Ivy League research university based in Ithaca, New York, United States. The university was co-founded by American philanthropist Ezra Cornell and historian and educator Andrew Dickson W ...
. He was awarded the
Cantor medal in 2006.
In 2007 he became ''doctor
honoris causa
An honorary degree is an academic degree for which a university (or other degree-awarding institution) has waived all of the usual requirements. It is also known by the Latin phrases ''honoris causa'' ("for the sake of the honour") or ''ad hono ...
'' at the
Paris Dauphine University
Paris Dauphine University - PSL () is a Grande École and public institution of higher education and research based in Paris, France, Collegiate university, constituent college of PSL University. As of 2022, Dauphine has 9,400 students in 8 fields ...
.
Hans Föllmer is widely known for his contributions to
probability theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expre ...
, stochastic analysis
and
mathematical 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 req ...
.
In
mathematical economics
Mathematical economics is the application of Mathematics, mathematical methods to represent theories and analyze problems in economics. Often, these Applied mathematics#Economics, applied methods are beyond simple geometry, and may include diff ...
, he made early contributions to the mathematical modeling of social interactions.
In
mathematical 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 req ...
, he made fundamental contributions to the theory of risk measures
and the hedging of contingent claims.
Main scientific works
References
20th-century German mathematicians
21st-century German mathematicians
Academic staff of ETH Zurich
1941 births
Living people
Probability theorists
Academic staff of the Humboldt University of Berlin
{{Germany-mathematician-stub