ETH Zürich - Department of Mathematics

Martin Larsson

Martin Martin Larsson
Department of Mathematics
ETH Zürich
Rämistrasse 101
CH-8092 Zürich

Phone: +41 44 633 8148
Office: HG G 67.2

About me

I am an Assistant Professor of Mathematical Finance at ETH Zürich. My research interests lie in probability theory, stochastic processes, and applications in mathematical finance and financial engineering. A significant part of my research agenda centers on the theory and applications of finite- and infinite-dimensional affine and polynomial processes, which provide an excellent tradeoff between mathematical tractability and statistical flexibility. I am a member of the ETH Risk Center and an affiliated researcher at Aaaccell. My CV is available here.


In the fall semester 2018 I teach a course on Trends in Stochastic Portfolio Theory.


Publications (accepted or appeared)