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Financial Mathematics

University Professor

Prof. Dr. Tom Fischer

Holder of the Professorship / University Professor
Professorship for Mathematics at the Chair of Mathematics VIII
Emil-Fischer-Straße 30
97074 Würzburg
Building: 30 (Mathematik West)
Room: 02.012
Portrait Tom Fischer

Short biography of Prof. Dr. Tom Fischer

  • University Professor in Financial Mathematics
    Department of Mathematics, University of Würzburg
    Mar 2010 - present
  • Lecturer in Actuarial Mathematics

    Department of Actuarial Mathematics and Statistics, Heriot-Watt University
    Sept 2004 - Feb 2010

    Fulltime Research and Teaching Assistant
    Faculty of Mathematics, Darmstadt University of Technology
    Sept 2001 - Aug 2004

    Fulltime Research and Teaching Assistant
    Faculty of Economics and Social Studies, University of Heidelberg
    Jan 2000 - Aug 2001

Postgraduate Certificate in Academic Practice
Heriot-Watt University, 2006

Dr. rer. nat. (Ph.D. in Mathematics)
Darmstadt University of Technology, 2004

Dipl.-Math. (M.Sc. in Mathematics)
University of Heidelberg, 1999

  • The American Finance Association (AFA)
  • German Association for Actuarial and Financial Mathematics (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik - DGVFM; scientific branch of the German Actuarial Society)
  • Deutsche Mathematiker-Vereinigung (DMV)
  • Member of the DMV Subgroup for Probability & Statistics (Fachgruppe Stochastik)
  • Registered Practitioner with the British Higher Education Academy (HEA)
  • until 2017: German Risk Management Association (RMA e.V.)

Articles in the following top tier journals in mathematical finance and in actuarial mathematics:

  • Mathematical Finance (single author)
  • Finance & Stochastics (single author)
  • Quantitative Finance (co-author)
  • Insurance: Mathematics & Economics (2x single author)

  • Winter Workshop on Operations Research, Finance and Mathematics 2017 (by The Operations Research Society of Japan), Sapporo, February 20-24, 2017
  • National Bank of Austria (OeNB), Vienna, May 8, 2015
  • Frankfurt MathFinance Colloquium, Frankfurt MathFinance Institute, November 27, 2014
  • Scientific Conference of the German Association for Actuarial and Financial Mathematics (DGVFM), Bremen, April 30, 2010
  • First Buea Conference on the Mathematical Sciences, Buea (Cameroon), May 14, 2009
  • Cass Business School, City University London, March 12, 2008
  • Workshop for Young Mathematicians by the Deutsche Aktuar-Akademie, Reisensburg, September 21-22, 2007
  • Workshop "Risk Measures & Risk Management General Aspects", EURANDOM, Eindhoven, May 9-11, 2005
  • European Central Bank (ECB), Frankfurt, February 13, 2004
  • 47th Conference of the ASTIN-Group of the German Actuarial Society (DAV), Hamburg, November 15, 2002
  • Lunchtime Seminar at RiskLab, ETH Zurich, Zurich, July 4, 2001

  • APJRI (Asia-Pacific Journal of Risk and Insurance, The Berkeley Electronic Press)
  • ASTIN Bulletin
  • ESRC (Economic and Social Research Council)
  • IMA Journal of Management Mathematics (Oxford Journals)
  • Journal of Mathematical Analysis and Applications (Elsevier)
  • Life & Pensions
  • Mathematical Finance (Wiley)
  • Quantitative Finance (Taylor & Francis)
  • SAJ (Scandinavian Actuarial Journal)
  • Springer: book project reviewer
  • STAPRO (Statistics and Probability Letters, Elsevier)

Ph.D. students (not as part of a Ph.D. course):

  • Dr. rer. nat. Dipl.-Math. Sabine Karl: "Firm Values and Systemic Stability in Financial Networks"
  • Dr. rer. nat. Dipl.-Math. Johannes Hain: "Valuation Algorithms for Structural Models of Financial Networks"
  • Dr. Ugur Karabey (Actuarial Science, 2012; partial co-supervision)
  • Dr. Chenming Bao (Actuarial Science, 2009; co-supervision)

M.Sc. students: 38
B.Sc. students: 24
Mentoring: Over 40 students (2004-2010)

Since 2011 a plethora of appointments as an expert witness to German courts (mostly Landgericht, but also at the Oberlandesgericht and Amtsgericht level). Topics ranging from the valuation of cross currency swaps and the market-consistent pricing of early loan repayments to account recalculations and risk damages.

Development and implementation of a leading-edge Foreign Exchange Risk Management tool for a major German car manufacturer.