EM/Prof
Eckhard PlatenProfile page
Emeritus Professor
School of Mathematical and Physical Sciences
BIO
Professor Eckhard Platen joined UTS in 1997 from ANU. He was a joint appointment between the School of Finance and Economics and the School of Mathematical Sciences to the newly created Chair in Quantitative Finance.
Prior to this appointment he was the Founding Head of the Centre for Financial Mathematics at the Institute of Advanced Studies at the Australian National University in Canberra. He completed a PhD in Mathematics at the Technical University in Dresden in 1975 and obtained in 1985 his Dr.sc. from the Academy of Sciences in Berlin, where he headed the Sector of Stochastics at the Weierstrass Institute.
He is the co-author of three successful books on Numerical Methods for Stochastic Differential Equations, a book on his innovative Benchmark Approach, published by Springer Verlag, another monograph on Functionals of Multidimensional Diffusions with Applications to Finance and he has authored more than 190 research papers in quantitative finance and applicable mathematics. He has also held more than 90 visiting appointments at leading institutions world wide.
He serves or served on the Editorial Boards of the Bocconi-Springer book series and seven journals including Mathematical Finance, Finance and Stochastics and Quantitative Finance. He was for 25 years Chair of the annual Quantitative Methods in Finance conference series, which he started in 1993, and was President of the Bachelier Finance Society.
Prior to this appointment he was the Founding Head of the Centre for Financial Mathematics at the Institute of Advanced Studies at the Australian National University in Canberra. He completed a PhD in Mathematics at the Technical University in Dresden in 1975 and obtained in 1985 his Dr.sc. from the Academy of Sciences in Berlin, where he headed the Sector of Stochastics at the Weierstrass Institute.
He is the co-author of three successful books on Numerical Methods for Stochastic Differential Equations, a book on his innovative Benchmark Approach, published by Springer Verlag, another monograph on Functionals of Multidimensional Diffusions with Applications to Finance and he has authored more than 190 research papers in quantitative finance and applicable mathematics. He has also held more than 90 visiting appointments at leading institutions world wide.
He serves or served on the Editorial Boards of the Bocconi-Springer book series and seven journals including Mathematical Finance, Finance and Stochastics and Quantitative Finance. He was for 25 years Chair of the annual Quantitative Methods in Finance conference series, which he started in 1993, and was President of the Bachelier Finance Society.
UNIVERSITY OF TECHNOLOGY SYDNEY APPOINTMENTS
- Research DirectorQuantitative Finance Research Centre at UTS, School of Mathematical and Physical Sciences, Sydney, Australia1 Jun 1998 - present
- Professor of Quantitative FinanceUniversity of Technology Sydney, Finance Discipline Group, Pyrmont, Australia1 Jan 1997 - present
- Professor of Quantitative FinanceUniversity of Technology Sydney, School of Mathematical and Physical Sciences, Sydney, Australia1997 - present
UNIVERSITY OF TECHNOLOGY SYDNEY ORGANISATIONAL UNITS MEMBERSHIP
ACADEMIC POSITIONS
- Honorary ProfessorThe Australian National University, Canberra, Australia2015 - present
- Honorary ProfessorUniversity of Cape Town, Rondebosch, South Africa2014 - present
- Head of the Centre for Financial MathematicsThe Australian National University, Institute of Advanced Studies, Canberra, Australia1995 - 1997
- Senior FellowThe Australian National University, Institute of Advanced Studies, Canberra, Australia1991 - 1997
- Research FellowAcademy of Sciences, Weierstrass Institute, Berlin, Germany1975 - 1991
- Head of Sector StochasticsAcademy of Sciences, Weierstrass Institute, Berlin, Germany1987 - 1990
DEGREES
- PhDTechnical University Dresden, Dresden, Germany1 Jan 1972 - 1 Jan 1975
- MSc, MathematicsTechnical University Dresden, Dresden, Germany1 Jan 1968 - 1 Jan 1972
- DSc, ScienceAcademy of Sciences Berlin, Berlin, Germany1981 - 1985
PROFILE TYPE
- Academic
AVAILABILITY
- Masters Research or PhD student supervision