Alexander Schied is Professor and Munich Re Chair in the Department of Statistics and Actuarial Science at the University of Waterloo. His research is in quantitative finance, probability theory, and stochastic analysis. 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 Schied is currently Co-Editor of the journal Finance and Stochastics and member of several other editorial boards, including Applied Mathematics and Optimization, Mathematical Finance, and the SIAM Book Series on Financial Mathematics. Before coming to Waterloo, he was Professor at the University of Mannheim. He held positions as Associate Professor at TU Munich, Cornell University, and TU Berlin. Prior to that he stayed at UBC and MSRI Berkeley with research fellowships, and he was scientific assistant at HU Berlin. He holds a doctoral degree in mathematics from the University of Bonn.
