Walter Schachermayer

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Walter Schachermayer 2014

Walter Schachermayer (born July 24, 1950 in Linz ) is an Austrian university professor for financial mathematics at the University of Vienna .


Schachermayer studied at the Vienna University of Technology , with a degree as a certified computer technician , at the Vienna University of Economics (with a degree in business administration) and mathematics at the University of Vienna , where he received his doctorate in 1976 under Johann Cigler ( cylindrical dimensions and the Radon-Nikodym Property of Banach spaces ). As a post-doc he worked for two years at the University of Blaise Pascal Clermont-Ferrand II and at the Instituto de Investigacion y de Estudios Avanzados del Politecnico Nacional in Mexico City . From 1978 he was a university assistant at the Johannes Kepler University Linz and then at the University of Vienna (and in the meantime an actuary at Generali Versicherung in Vienna in 1982/83 ), where he became a university professor for applied mathematics and statistics at the economic faculty from 1993 to 1998. He was then a university professor at the Vienna University of Technology and head of the Institute for Business Mathematics and has been a professor at the mathematics faculty of the University of Vienna since 2008. Among other things, he was visiting professor at the University of Paris-Dauphine .


He received the Wittgenstein Prize in 1998 and the prestigious ERC Advanced Grant from the European Commission in 2009 . In 2007 he became a member of the Leopoldina . In 2010 he gave the Gauss lecture at DMV in Frankfurt am Main and the Nash lecture at Carnegie Mellon University in Pittsburgh . In 2011 he received an honorary doctorate from the University of Paris-Dauphine . For 2016 he was awarded the City of Vienna Prize for Natural Sciences . He has been a full member of the Academia Europaea since 2016 .

Academic focus

Schachermayer initially dealt with functional analysis and later with financial mathematics and stochastic analysis . He became known in specialist circles primarily through his joint results with Freddy Delbaen on martingale measurements and no- arbitrage (fundamental theorem of asset pricing, see also freedom from arbitrage ). He also dealt with portfolio optimization and financial market models with transaction costs.


Schachermayer advocates stronger taxation of wealth in connection with the debt brake planned in several European countries .


Web links

Individual evidence

  1. Walter Schachermayer in the Mathematics Genealogy Project (English)
  2. Walter Schachermayer receives “ERC Advanced Grant” , report in the online university newspaper
  3. Member entry by Walter Schachermayer (with picture) at the German Academy of Natural Scientists Leopoldina , accessed on June 7, 2016.
  4. ^ Mathematician Walter Schachermayer Presents Nash Lecture at Carnegie Mellon.Retrieved August 14, 2014
  5. Prof. Schachermayer receives an honorary doctorate from the University of Paris Dauphine ( Memento of the original from August 14, 2014 in the Internet Archive ) Info: The archive link was automatically inserted and not yet checked. Please check the original and archive link according to the instructions and then remove this notice. Retrieved August 14, 2014 @1@ 2Template: Webachiv / IABot /
  6. ↑ Directory of members: Walter Schachermayer. Academia Europaea, accessed on August 3, 2017 .
  7. National debt: The arithmetic error of the debt brake . In: Der Standard , December 16, 2011. Retrieved March 23, 2012