Prof. Dr. Ernst Eberlein

Department of Mathematical Stochastics

Universität Freiburg
Eckerstrasse 1
79104 Freiburg

Phone: +49 (0) 761 203 5660

eberlein@stochastik.uni-freiburg.de

 

Short CV

Ernst Eberlein is currently professor emeritus at the University of Freiburg. He studied mathematics and physics at the Universities Erlangen-Nürnberg and Paris. He received the Dr. rer. nat. at the University of Erlangen-Nürnberg and the habilitation in mathematics at ETH Zürich. As a postdoc he worked at the University of Bonn, IMPA Rio de Janeiro and ETH Zürich. During his active period as professor for stochastics and mathematical finance at the University of Freiburg from 1978 to 2013 he held sabbatical visiting positions at Stanford University, the University of California San Diego (UCSD) and the University of Technology Sydney (UTS). Ernst Eberlein is one of the founders of the Freiburg Center for Data Analysis and Modeling (FDM). He is an elected member of the International Statistical Institute and honorary member of the Bachelier Finance Society, where for a period of ten years he served as Executive Secretary. He spent one year as fellow at the Freiburg Institute for Advanced Studies (FRIAS). From 2006 to 2013 he served as co-editor of Mathematical Finance and he is on the editorial board of a number of journals in mathematics and finance. He is a frequent speaker at conferences on financial models and risk management. In the early 90s he stood in the forefront to apply Lévy processes for more realistic modeling in finance. His current research interests and consulting activities focus on modeling of financial markets, risk management, as well as pricing of derivative products.

  

John von Neumann Visiting Professorship

Prof. Dr. Ernst Eberlein has been awarded the TUM John von Neumann Visiting Professorship in summer semester 2015.