Martin Schweizer
Professor
Department of Mathematics
Swiss Finance Institute
Switzerland
Biography
Martin Schweizer is Professor of Mathematics at ETH Zurich. Prof. Schweizer has published extensively in the top academic journals in his areas of expertise. He is a regular speaker at leading conferences worldwide.
Research Interest
Mathematical finance, more specifically in the areas of hedging, valuation, risk management, and optimal portfolio choice for incomplete financial markets.
Publications
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Takaoka K, Schweizer M (2014) A Note on the Condition of No Unbounded Profit with Bounded Risk. Finance and Stochastics 18: 393–405.
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Herdegen M, Schweizer M (2016) Economically Consistent Valuations and Put-Call Parity.
