Prof. Dr. Alexander Szimayer
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Professor
Professorship for Financial Economics (Derivatives)
Address
Office
Contact
Research Focus
Financial Econometrics
Mathematical Finance
Economics of Risk and Insurance
CV
Curriculum Vitae
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4/2011 - present |
Professor of Financial Economics (Derivatives), Faculty of Business, Economics and Social Sciences, Universität Hamburg, Germany |
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2/2013 - 3/2013 |
Visiting Professor, Australian National University, Canberra, Australia |
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10/2008 - 3/2011 |
Professor of Finance, Department of Economics and Law, Universität Bonn, Germany |
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2/2010 - 3/2010 |
Visiting Professor, University of Technology Sydney, Australia |
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6/2007 - 9/2008 |
Research Associate, Department of Financial Mathematics, Fraunhofer ITWM, Kaiserslautern, Germany |
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3/2006 - 4/2007 |
Senior Lecturer, School of Finance & Applied Statistics and Center for Mathematics and its Application, Australian National University, Canberra, Australia |
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12/2002 - 2/2006 |
Lecturer and Senior Lecturer, Accounting & Finance, UWA Business School, University of Western Australia, Perth, Australia |
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12/1999 - 11/2002 |
Research Associate and Deputy Head, Department of Financial Engineering, Stiftung caesar, Bonn, Germany |
Education
2002 Dr. rer. nat. (PhD Financial Mathematics) Universität Bonn, Germany
1999 Diplom in Mathematik (M. Sc. Mathematics), Technische Universität München, Germany
Selected Awards
2013 Gauss-Preis 2012 (Runner Up) of Deutschen Gesellschaft für Versicherungs- und Finanzmathematik (DGVFM) und der Deutschen Aktuarvereinigung (DAV)
2009 Peter Brownell Manuscript Award for best paper published in Accounting and Finance in 2008 (Valuing Executive Stock Options: Performance Hurdles, Early Exercise, and Stochastic Volatility, joint work with P. Brown)
2005 Best Paper Award, 67. Annual conference of Verband der Hochschullehrer für Betriebswirtschaft (German Academic Association for Business Research)
2004 Outstanding Paper Award, Annual conference of Deutschen Gesellschaft für Finanzwirtschaft (German Finance Association)
2000 Award of Chorafas Foundation for Diplom thesis
1999 First Prize in applied mathematics for Diplom thesis, Deutsche Mathematiker-Vereinigung (German Mathematical Society)