Gerhard Larcher (mathematician)
Gerhard Larcher (born February 14, 1960 in Salzburg ) is an Austrian mathematician and professor of financial mathematics at the Johannes Kepler University (JKU) Linz . He heads the Institute for Financial Mathematics.
Life
After graduating from high school, Gerhard Larcher studied mathematics at the University of Salzburg from 1978 to 1982 . 1985 doctorate he attended the University of Salzburg " sub auspiciis Praesidentis " at Harald Niederreiter , four years later habilitated he in mathematics. From 1983 to 2000 he worked as a university assistant, university lecturer and associate professor for mathematics at the University of Salzburg. During this time he headed the Institute of Mathematics for two years. Since 1999 he has headed the Austrian research focus “Number Theoretical Algorithms and their Applications”. In 2000 Larcher was appointed as o.Univ.Prof. appointed for financial mathematics at the JKU. Three years later he founded the asset management company ArtIn Finance , based in Vienna, which develops and implements alternative investment strategies. The option strategies of Art in Finance made in 2008 - after strong gains in the previous years - during the financial crisis massive losses. After 2008, the strategies were successfully continued in an adapted form. At the beginning of 2017, he completely withdrew from the company and from asset management. From 2003 to 2005 he was head of the department for financial mathematics at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences . Since 2014 he has been the spokesman for the Austrian special research area ' Quasi-Monte Carlo Methods : Theory and its Applications' of the Fund for the Promotion of Scientific Research (FWF) . In addition to his work at the JKU, he leads training seminars and workshops in the field of quantitative finance.
His work and research focus are development and analysis of trading strategies, valuation of derivative financial products, Monte Carlo and quasi-Monte Carlo methods and number theory .
Prices
- Science Award from Rotary Austria (1987)
- Christian Doppler Prize for Natural Sciences (1988)
- Cardinal Innitzer Promotion Prize for Natural Sciences (1994)
- Award of the Austrian Mathematical Society (1996)
- Edmund and Rosa Hlawka Prize for Mathematics from the Austrian Academy of Sciences (1997)
Web links
- Web presence at the Institute for Financial Mathematics at the JKU Linz
- ArtIn Finance Vermögensverwaltung GmbH
- Publications by Gerhard Larcher
- Gerhard Larcher in the Mathematics Genealogy Project (English)
Individual evidence
- ↑ Fund Professional of October 20, 2008, Art in Finance: Massive losses as a result of the financial crisis
| personal data | |
|---|---|
| SURNAME | Larcher, Gerhard |
| BRIEF DESCRIPTION | Austrian mathematician and university professor |
| DATE OF BIRTH | February 14, 1960 |
| PLACE OF BIRTH | Salzburg |