born May 3, 1961 in Zurich (Switzerland)
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November 1984 Diploma in Mathematics at ETH Zurich
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21.6.1988 Ph.D. in Mathematics at ETH Zurich under the direction of Prof. Hans Föllmer on "Hedging of Options in a General Semimartingale Model"
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7.7.1993 Habilitation in Mathematics at University of Göttingen with the topic "Approximating Random Variables by Stochastic Integrals, and Applications in Financial Mathematics"
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October 1984 - October 1988 : Assistant at ETH Zurich
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October 1988 - October 1991 : Research Associate at University of Bonn, Institute of Applied Mathematics and SFB 303 "Information and the coordination of economic activities"
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October 1991 - December 1993 : Research Associate at University of Göttingen, Institute of Mathematical Stochastics
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April - September 1992 : Visiting Professor at University of Frankfurt
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January 1994 - September 1994 : Associate Professor at University of Göttingen, Institute of Mathematical Stochastics
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October 1994 - August 2001 : Professor of Mathematics at Technical University of Berlin; participation in research project B4 "Stochastic analysis of derivatives" within SFB 373
"Quantification und simulation of economic processes"
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September 2001 - September 2003 : Professor of Mathematics at University of Munich
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October 2003 - July 2026 : Professor of Mathematics at ETH Zurich
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October 2003 - December 2013 : participation in NCCR FINRISK "Financial Valuation and Risk Management" at University of Zurich and ETH Zurich, director of project "Mathematical Methods in Financial Risk Management"
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September 2009 - present : Professor at the Swiss Finance Institute
Offers from University of Bochum (1998); Université Louis Pasteur, Strasbourg (1999); University of New South Wales, Sydney (1999); Technical University of Berlin (2000)
Mathematical genealogy
Awards
Last update: 01.08.2026 / M. Schweizer
