Peter Friz

Peter K. Friz (born 1974 in Klagenfurt) is a mathematician working in the fields of partial differential equations, quantitative finance, and stochastic analysis.

Education and career
He studied at the Vienna University of Technology, Ecole Centrale Paris, University of Cambridge and Courant Institute of Mathematical Sciences (New York University), and obtained his PhD in 2004 under the supervision of S. R. Srinivasa Varadhan.

He worked as a quantitative associate at Merrill Lynch, then held academic positions at the University of Cambridge, and the Radon Institute. Since 2009, he is full professor at Technische Universität Berlin, and associated with the Weierstrass Institute for Applied Analysis and Stochastics in Berlin.

In 2010 he has been awarded an ERC Starting Grant. In 2016 he has been awarded an ERC Consolidator Grant.

Books

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