Search Results - Platen, Eckhard

Eckhard Platen

Eckhard Platen is a German/Australian mathematician, financial economist, academic, and author. He is an emeritus Professor of Quantitative Finance at the University of Technology Sydney.

Platen is most known for his research on numerical methods for stochastic differential equations and their application in finance along with the generalization of the classical mathematical finance theory by his benchmark approach. He has authored and co-authored research papers and five books including ''Numerical Solution of Stochastic Differential Equations'', ''A Benchmark Approach to Quantitative Finance'' and ''Functionals of Multi-dimensional Diffusions with Applications to Finance''. He is the recipient of the 1992 Best Paper Award in ''Mathematical Finance'', was named Honorary Professor at the University of Cape Town from 2014 to 2019 and at the Australian National University from 2015 to 2020, and is a Fellow of the Australian Mathematical Society. Provided by Wikipedia