Welcome!
I am professor at the Research Unit of Financial and Actuarial Mathematics at TU Wien, Vienna, Austria.
My scientific interest is mainly in asymptotic methods in mathematical finance (e.g., asymptotic approximations of option prices). Besides, I am interested in other areas of mathematical finance, number theory, combinatorics, computer algebra, and special functions.
I spent the first half of 2009 at the Centre de Recherche Commun INRIA-Microsoft Research in Orsay, France, where I participated in the development of the Dynamic Dictionary of Mathematical Functions .
Hobby: Family. Formerly/occasionally: road biking, table tennis, mountain climbing, travelling, and chess.
Contact
Email: sgerhold_|at|_fam.tuwien.ac.at
Tel.: +43-1-58801 10516
Dr Stefan Gerhold
Vienna University of Technology
Financial and Actuarial Mathematics
Wiedner Hauptstraße 8 / 105-1
A-1040 Vienna, Austria