Specialist: Finance, Insurance, Risk Management, Simulations
 | Prof. Dr. Tom Fischer is Professor of Stochastic Financial Mathematics at the University of Wuerzburg, Germany. His research interests are in the areas of multi-asset valuation, cross-ownership, systemic risk, risk capital allocation, and consumption processes. Besides his academic interests, Tom is the scientific head behind Approximity's FX Risk Management tool (a part of CFaRM), which he and the team implemented with a major German car producer. Tom closely follows the precious metals markets, and besides appearances of his related work in the press, he has developed proprietary models for these markets. Prof. Dr. Fischer is a member of the German Association for Actuarial and Financial Mathematics (DGVFM) and the German Risk Management Association (RMA e.V.)
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