Dr. Alexander Schied

Biography

Alexander Schied is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, where he holds the Munich Re Chair in Stochastic Finance and a University Research Chair. His research specializes in quantitative finance, probability theory, and stochastic analysis, with recent focus on risk measurement and management, financial modeling optimization, robustness under model uncertainty, and market microstructure. Schied is a co-author of 'Stochastic Finance: Introduction Discrete Time' alongside Hans Föllmer and serves as Co-Editor for the journal Finance Stochastics. He is also involved on the editorial boards of various publications including Applied Mathematics Optimization, Mathematical Finance, and the SIAM Book Series on Financial Mathematics, as well as Springer’s Monographs in Mathematical Economics. Prior to his position at Waterloo, he was a professor at the University of Mannheim and held appointments as an Associate Professor at TU Munich, Cornell University, and TU Berlin. He earned his doctorate in mathematics from the University of Bonn.

Research Interests