Peter Friz

Professor of Mathematics at TU Berlin, Weierstraß-Institut Berlin

Speaker

Peter Friz is Einstein Professor of Mathematics at the Technische Universität Berlin and the Weierstraß Institute for Applied Analysis and Stochastics. He holds degrees from Vienna, Paris, Trinity College Cambridge and a PhD from the Courant Institute at NYU. Professional appointments include Merrill Lynch, New York, a Readership at Cambridge University, Visiting Professorships at ETH Zurich, Ecole Polytechnique Paris and Shandong University. For his work on quantitative finance, stochastics and rough analysis, including several monographs, he has received repeated ERC awards. Peter has served the community as co-editor-in-chief for the Annals of Applied Probability. As of 2024, Peter heads a new Berlin based DFG collaborative research center on `Rough Analysis and Stochastic Dynamics'.