Deutsch Intern

    Short biography

    Short Biography: Prof. Dr. Tom Fischer

    Non-translated expressions in italics.


    University Professor in Financial Mathematics
    Department of Mathematics, University of Wuerzburg
    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

    Academic Qualifications

    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

    Professional Memberships

    - 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)

    Invited Talks

    - 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)

    Academic Supervision

    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).


    To the Profession:
    - Member of the Research and Transfer Committee of the DGVFM (appointed in 2014)
    - Liaison person of the German Actuarial Society (Deutsche Aktuarvereinigung, DAV) at the University of Wuerzburg (appointed in 2012)
    To the University:
    - Member of the Ph.D. commission at the Faculty of Mathematics and Computer Science
    - Member of the exam regulations board for the M.Sc. in Mathematics & Economics
    - Organization of student excursions
    - Industry liaison

    Expert Witness

    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.
    Back to Tom Fischer's home page