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Alexander Schied


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, modeling 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. He holds a doctoral degree in mathematics from the University of Bonn.

Alexander Schied is currently Co-Editor of Finance and Stochastics and member of the editorial boards of Applied Mathematics and Optimization, Journal of Financial Engineering, Market Microstructure and Liquidity, Mathematical Finance, Probability, Uncertainty and Quantitative Risk, SIAM Journal on Financial Mathematics, and the SIAM Book Series on Financial Mathematics.