Georg Grafendorfer

I'm a PhD student of Josef Teichmann at the Departement of Mathematics at ETH Zürich.

Research interests: Stochastic Analysis, Probability on Banach spaces, Affine Processes on infinite dimensional state spaces.

Master Thesis (Hardening the BMV Conjecture)

Videos of the Conference on small time asymptotics, perturbation theory and heat kernel methods in mathematical finance.

Contact





Mathematical links

• The arXiv preprint archive: http://arxiv.org/.
• An efficient machine for finding research papers and books: http://scholar.google.com.
• Various information about mathematical finance: http://www.mathfinance.de.

Open Source links

• Linux, the basis for professional operation systems.
• Debian, my favourite Linux flavour.
• Ubuntu, another Linux flavour, most recommended for Linux newbies, but also good for the more advanced Linux user.
• Python, a very recommendable and powerful general purpose scripting language with easy syntax.
• Sage, a very flexible and promision open source computer algebra system based on Python.
• R, the R-project for statistical computing.
• Scilab, very useful numerical software similar to matlab.
• The Comprehensive TeX Archive Network, the authoritative collection of materials related to the TeX typesetting system.
• TUG, the TeX Users Group.
• TUG showcase, look here to see what's possible with TeX.