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 many other areas of mathematical finance, probability, actuarial mathematics, number theory, combinatorics, computer algebra, and special functions.
Hobbies: Wildlife photography, table tennis, mountain climbing, road biking.
Contact
Email: sgerhold_|at|_fam.tuwien.ac.at
Tel.: +43-1-58801 10516
Prof. Stefan Gerhold
TU Wien
Financial and Actuarial Mathematics
Wiedner Hauptstraße 8 / 105-1
A-1040 Vienna, Austria