Eckhard Platen

Professor Eckhard Platen holds the Chair in Quantitative Finance at the University of Technology, Sydney. Prior to this appointment he was the Founding Head of the Centre for Financial Mathematics at the Institute of Advanced Studies at the Australian National University and is Adjunct Professor of this University. He has a PhD in Mathematics from the Technical University in Dresden and obtained his Dr Sc from the Academy of Sciences in Berlin. He is co-author of two well-known books on numerical methods for stochastic differential equations and a recent book on his benchmark approach in quantitative finance at Springer Verlag. He has authored more than 150 papers in finance, insurance and applied mathematics.

He serves on the editorial boards of five international journals including Mathematical Finance and Quantitative Finance. His current research interests cover areas ranging from financial market modeling, insurance, portfolio optimization, derivative pricing and dynamic risk analysis to numerical methods in finance. He initiated and has been co-organizing the annual Quantitative Methods in Finance conference series and is the Chair of the 7th Bachelier Finance Society World Congress 2012 in Sydney.

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