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Financial Mathematics

Fischer Tom, Prof. Dr.

Associate professor

Prof. Dr. Tom Fischer

Holder of the Professorship
Professorship for Mathematics at Chair of Mathematics VIII
Emil-Fischer-Straße 30
97074 Würzburg
Building: 30 (Mathematik West)
Room: 00.011
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
  • 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 (currently AXA): "Firm Values and Systemic Stability in Financial Networks"
  • Dr. rer. nat. Dipl.-Math. Johannes Hain (currently Deutsche Bank): "Valuation Algorithms for Structural Models of Financial Networks"
  • Dr. Ugur Karabey (Actuarial Science, 2012; partial co-supervision; currently Assistant Professor at Hacettepe University, Ankara)
  • Dr. Chenming Bao (Actuarial Science, 2009; co-supervision; currently Senior Research Scientist, The Portland House Group, Melbourne, Australia)

M.Sc. students: 32
B.Sc. students: 16
Mentoring: Over 40 students (2004-2010)

27 appointments as an expert witness to German courts (mostly Landgericht, three times the Oberlandesgericht level). Topics ranging from the valuation of cross currency swaps to the market-consistent pricing of early loan repayments.

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