Peter Friz

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Peter K. Friz (born 1974 in Klagenfurt) is a mathematician working in the fields of partial differential equations, quantitative finance, and stochastic analysis.

He studied at the Vienna University of Technology, Ecole Centrale Paris, University of Cambridge and New York University, and obtained his PhD in 2004 under the supervision of S. R. Srinivasa Varadhan.

He worked as a quantitative associate at Merrill Lynch, then held academic positions at the University of Cambridge, the Mittag-Leffler Institute, and the Radon Institute. He is currently Professor at the Technical University of Berlin, and associated with the Weierstrass Institute for Applied Analysis and Stochastics in Berlin.

Together with Nicolas Victoir, he wrote the book Multidimensional Stochastic Processes as Rough Paths: Theory and Applications.

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