DI Dr. Eberhard Mayerhofer
Postal Address:
Vienna Institute of Finance
Heiligenstädter Strasse 46-48
A-1190 Wien, Austria
Phone: +43 1 313 36 5075
Fax: +43 1 313 36 90 5075 | Email: eberhard.mayerhofer@vif.ac.at
Office: Room DG 2-22, 5th floor (access for visitors via 3rd floor)
Research Interests
- Mathematical Finance and Applications
- Stochastic processes (in particular Affine and Lévy processes) and (many) related fields.
New paper available:
- A characterization of non-central Wishart distributions, 2010 (Download)
Upcoming Talk
- On strong solutions of matrix-valued jump-diffusions
06/09/2010, SPA Conference (Ito memorial), Osaka
Recent Talk
- A rapid approach to (Co)Volatility models
24/08/2010, 4:00 pm, University of Amsterdam
Teaching
- Quantitative methods in Finance @ Vienna Graduate School of Finance, winter term 2010
- Continuous Time Finance II, Master of Finance @ WU Wien, winter term 2010