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Josef Teichmann

Professor
Mathematics
University of Zurich
Switzerland

Biography

Josef Teichmann is Professor of Mathematics at ETH Zurich and has been an SFI Faculty Member since 2009. Prof. Teichmann is a regular speaker at international conferences on finance and mathematics. He has published extensively in his areas of research expertise.

Research Interest

His main research interests lie in mathematical finance, stochastic analysis, and quantitative risk management.

Publications

  • Exotic One-Parameter Semigroups of Endomorphisms of a Symmetric Cone, B. Kuzma, M. Omladic, K. Sivic, and J. Teichmann, Linear Algebra and Its Applications, vol. 477, pp 42-75, 2015.

  • A Convergence Result for the Emery Topology and a Variant of the Proof of the Fundamental Theorem of Asset Pricing, C. Cuchiero and J. Teichmann, Finance and Stochastics, vol. 19 (4), pp 743-761, 2015.

  • Consistent Yield Curve Prediction, J. Teichmann and M. Wüthrich, ASTIN Bulletin, forthcoming.

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