Dr. Alexander Szimayer

Professor

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Biography

Alexander Szimayer is a professor of Financial Economics (Derivatives) at the University of Hamburg. His research encompasses several fields including Financial Econometrics, Mathematical Finance, and Insurance Risk. After completing his PhD in Financial Mathematics at the University of Bonn in 2002, he has taken on different academic roles including a visiting professorship at the Australian National University and positions at the University of Technology Sydney. With extensive experience in teaching and research, he has received several recognitions including the Gauss Prize in 2012 and the Peter Brownell Manuscript Award in 2009. Szimayer's scholarly work focuses on quantitative risk assessment methodologies and their applications in finance, especially regarding derivatives and executive stock options.

Research Interests

Experience

Professor of Financial Economics (Derivatives)

2011-04-01 — Present

University of Hamburg • Hamburg, Germany

Teaching and research in Financial Economics with a focus on derivatives.

Visiting Professor

2013-02-01 — 2013-03-01

Australian National University • Canberra, Australia

Conducted research and lectures in finance.

Professor of Finance

2008-10-01 — 2011-03-01

University of Bonn • Bonn, Germany

Led the Finance department, focusing on modern financial theories.

Visiting Professor

2010-02-01 — 2010-03-01

University of Technology Sydney • Sydney, Australia

Provided expertise in finance and derivatives during the visiting period.

Research Associate

2007-06-01 — 2008-09-01

Fraunhofer ITWM • Kaiserslautern, Germany

Performed research in Financial Mathematics.

Senior Lecturer

2006-03-01 — 2007-04-01

Australian National University • Canberra, Australia

Taught courses related to finance and applied statistics.

Lecturer/Senior Lecturer

2002-12-01 — 2006-02-01

UWA Business School, University of Western Australia • Perth, Australia

Engaged in teaching and research in accounting and finance.

Research Associate/Deputy Head

1999-12-01 — 2002-11-01

Stiftung caesar • Bonn, Germany

Contributed to projects in Financial Engineering.

Awards

#

Gauss Prize

2012-01-01
#

Peter Brownell Manuscript Award

2009-01-01
#

Paper Award

2005-01-01
#

Outstanding Paper Award

2004-01-01
#

Chorafas Foundation Award

2000-01-01
#

Prize of the German Mathematical Society

1999-01-01

Requirements for University of Hamburg

Master Program
Requirements
GPA Requirement
Required:2.5
IELTS
Listening
Required:6
Reading
Required:6
Writing
Required:6
Speaking
Required:6
Overall
Required:6.5
TOEFL
Listening
Required:20
Reading
Required:20
Writing
Required:20
Speaking
Required:20
Total
Required:90
Prerequisites
Bachelor's degree in Computer Science or related field At least 60 ECTS in core computer science subjects
Application Checklist
  • Transcript of Records
  • Bachelor's degree certificate (or preliminary transcript)
  • Proof of English proficiency
  • Curriculum Vitae
  • Letter of Motivation
  • Module descriptions/table of 60 ECTS in CS
Specialization Notes

Includes tracks like Intelligent Adaptive Systems (IAS).