Alexander Schied 's research is in probability theory and stochastic analysis with applications to mathematical finance and economics. Recent research topics include risk measurement and risk management, modelling and optimization in finance and economics, robustness and model uncertainty, and issues arising from market microstructure and price impact. Together with Hans Föllmer he co-authored the book Stochastic Finance: An Introduction in Discrete Time.
Alexander is currently Co-Editor of the journal Finance and Stochastics and member of several other editorial boards, including Applied Mathematics and Optimization, Mathematical Finance, the SIAM Journal on Financial Mathematics, and the SIAM Book Series on Financial Mathematics. He holds a doctoral degree in mathematics from the University of Bonn.