Eckhard Platen
Eckhard Platen (* 1949 ) is a German mathematician whose main focus is on financial mathematics .
Career, research and teaching
Platen studied at the Technical University of Dresden , where he received his doctorate in 1975 . He later moved to the Weierstrass Institute for Mathematics at the Academy of Sciences in the GDR , where he took over the management. There he completed his habilitation in 1985 on “Contributions to the time-discrete approximation of Itô processes ”. After the reunification in the GDR he left Europe and moved to Australia. There he became a professor at the Australian National University in Canberra , and in 1994 he took over the management of the newly established Center for Financial Mathematics at the Institute of Advanced Studies . In 1997 he followed a call from the University of Technology, Sydney , where he filled the newly created chair for quantitative finance .
While at the beginning of Platen's work the focus was on numerical solutions for stochastic differential equations in the field of engineering , from the 1990s onwards he focused on areas of application within financial mathematics . When dealing with numerical methods for approximating stochastic differential equations, in the early 1990s he and Wolfgang Wagner developed a stochastic application of the Taylor formula , which is known as the Wagner-Platen formula . Since the 2000s, he has dealt in particular with issues relating to financial markets and the insurance and pension sector, in particular with topics relating to stochastic analysis .
Platen is a member of the Econometric Society , the Bachelier Finance Society and the Australian Mathematical Society .
Web links
- Homepage at the University of Technology, Sydney
- Literature by and about Eckhard Platen in the catalog of the German National Library
| personal data | |
|---|---|
| SURNAME | Platen, Eckhard |
| BRIEF DESCRIPTION | German mathematician |
| DATE OF BIRTH | 1949 |