Mathematics and Economics
| Project type: | Vienna Science Chair |
| Programme: | Mathematics and... |
| Call: | Mathematics and ... Science Chairs 2006 |
| Start: | 01.10.2007 |
| Duration: | 5,00 years |
| Grant awarded: | 1.500.000 € |
| Keywords: | mathematical finance, affine processes, term structure models, optimal capital and risk structures, financial economics |
Damir Filipovic
Vienna University of Economics and Business and University of Vienna
Vienna Institute of Finance
| Project partners: | Vienna University of Technology |
Upon being awarded the grant, the University of Vienna and the Vienna University of Economics and Business merged their finance departments in 2007, to establish the “Vienna Institute of Finance”. It is headed by Damir Filipovic who had previously been professor for financial and actuarial theory at LMU Munich.
His appointment is aimed at tapping synergy effects resulting from integrating mathematics in business finance within the scope of his research activities. The jury was convinced that Professor Filipovic will make salient contributions to developing Vienna as a top location fo financial and actuarial theory.
