Teaching
© TU Wien | Matthias Heisler
The research unit FAM - Financial and Actuarial Mathematics - is part of the Institute of Statistics and Mathematical Methods in Economics at TU Wien, located in the very heart of Vienna, a stone's throw away from the opera.
Stochastic financial and actuarial mathematics is a very dynamic field of research, actively advancing and thriving in academia, banks and insurance companies. In recent years, advanced stochastic methods have become essential tools for managing financial risk and for pricing and hedging derivatives, such as options. The modelling of insurance risk has a long-established tradition and still remains a core focus for actuaries - certified insurance mathematicians. The two areas - financial and actuarial mathematics - become more and more interrelated and present an excellent example of a fruitful interplay between basic research and practical applications. The mathematical techniques developed in these areas are becoming indispensable to the daily operations of banks and insurance companies, creating excellent career opportunities for specialists in the field.
Prof. Julia Eisenberg, opens an external URL in a new window
July 2024: appointment to a Professorship in Actuarial Mathematics
Prof. Stefan Gerhold, opens an external URL in a new window
March 2021: appointment to a Professorship in Mathematics
Prof. Thorsten Rheinländer, opens an external URL in a new window
October 2012: appointment to a Professorship in Stochastic Methods in Economics
Prof. Uwe Schmock, opens an external URL in a new window
June 2003: appointment to a Professorship in Actuarial Mathematics
Prof. Walter Schachermayer, opens an external URL in a new window
October 1998: appointment to a Professorship in Financial and Actuarial Mathematics, September 2008: leaving due to job offer: appointment to a Professorship in Financial Mathematics at University of Vienna
Prof. Karl-Heinz Wolff, opens an external URL in a new window
1970: appointment to a Professorship in Actuarial Mathematics,
1996: receiving the emeritus status
since January 2019:
Research Unit of Risk Management in Financial and Actuarial Mathematics (E105-01) and Research Unit of Stochastic Financial and Actuarial Mathematics (E105-05) of the Department of Statistics and Mathematical Methods in Economics (E105)
since January 2015:
Research Unit of Financial and Actuarial Mathematics (E105-1&5)
of the Department of Statistics and Mathematical Methods in Economics (E105)
since January 2004:
Research Unit of Financial and Actuarial Mathematics (E105-1) of the Department of Mathematical Methods in Economics (E105)
April 2001 - December 2003:
Department of Financial and Actuarial Mathematics (E105)
September 1998 - March 2001:
Financial and Actuarial Mathematics Group (E107-5) of the Department of Statistics, Probability Theory and Insurance Mathematics (E107)
1970 - September 1998:
Insurance Mathematics Group of the Department of Analysis, Technical Mathematics and Insurance Mathematics
Elise Richter Project, opens an external URL in a new window "Actuarial Control Problems under a Stochastic Interest Rate" for Julia Eisenberg, granted by FWF, opens an external URL in a new window, July 2015 - December 2022
Christian-Doppler-Laboratory Portfolio Risk Management (PRisMa Lab), opens an external URL in a new window, granted by CDG, opens an external URL in a new window, Laboratory Director: Uwe Schmock, January 2006 - December 2013
Mathematics and Credit Risk, opens an external URL in a new window, together with University of Vienna and WU Vienna, granted by WWTF, opens an external URL in a new window, May 2005 - April 2010
START Prize 2006, opens an external URL in a new window of Josef Teichmann, granted by FWF, opens an external URL in a new window, January 2007 - December 2009
Wittgenstein Prize 1998, opens an external URL in a new window of Walter Schachermayer, granted by FWF, opens an external URL in a new window, October 1998 - September 2004
VCMF 2025, opens an external URL in a new window - 3rd Vienna Congress on Mathematical Finance (Vienna, 2025-07-09 to 2025-07-11)
CCI 2024, opens an external URL in a new window - Workshop "Climate Change and Insurance" (Vienna, 2024-09-04 to 2024-09-06)
ViZuS 2019, opens an external URL in a new window - Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields (Vienna, 2019-11-27 to 2019-11-29)
VCMF 2019, opens an external URL in a new window - 2nd Vienna Congress on Mathematical Finance & VCMF Educational Workshop (Vienna, 2019-09-09 to 2019-09-13)
VISS 2018, opens an external URL in a new window - Vienna International Summer School "Machine Learning Methods and Data Analytics in Risk and Insurance" (Vienna, 2018-07-09 to 2018-07-13)
IME 2017, opens an external URL in a new window - 21st International Congress on Insurance: Mathematics and Economics & IME Educational Workshop (Vienna, 2017-07-03 to 2017-07-07)
VCMF 2016, opens an external URL in a new window - 1st Vienna Congress on Mathematical Finance & VCMF Educational Workshop (Vienna, 2016-09-12 to 2016-09-16)
EAJ 2014, opens an external URL in a new window -2nd European Actuarial Journal Conference & EAJ Educational Workshop (Vienna, 2014-09-08 to 2014-09-12)
VISS 2011, opens an external URL in a new window - Vienna International Summer School "Stochastic Claims Reserving Methods in Insurance" (Vienna, 2011-07-04 to 2011-07-08)
AMaMeF 2007, opens an external URL in a new window - International Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance (Vienna, 2007-09-17 to 2007-09-22)
ALM 2004, opens an external URL in a new window - Austrian Workshop on Asset Liability Management in Insurance (Vienna, 2004-09-23 to 2004-09-25)
CRM 2001, opens an external URL in a new window - Austrian Workshop on Credit Risk Management (Vienna, 2001-01-31 to 2001-02-02)
WOMF 1999 - Workshop on Mathematical Finance (Strobl and Vienna, 1999-09-13 to 1999-09-18)