Alexander Schied is Professor and Munich Re Chair in the Department of Statistics and Actuarial Science at the University of Waterloo. His research focuses on quantitative finance, probability theory, and stochastic analysis, with recent work on risk measurement and management, financial modeling and optimization, robustness and model uncertainty, and market microstructure. He is co-author, with Hans Föllmer, of Stochastic Finance: An Introduction in Discrete Time. He currently serves as Co-Editor of Finance and Stochastics and sits on several other editorial boards, including Applied Mathematics and Optimization, Mathematical Finance, and the SIAM Book Series on Financial Mathematics. Prior to joining Waterloo, he was a 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 earned a doctorate in mathematics from the University of Bonn.
