Dr. Eckhard Platen

For ISB Community

Dr. Eckhard Platen, is a Professor in Quantitative Finance at the University of Technology in Sydney, in the context of Pension Funds. He is an associate member of the Centre for Innovation and IT Services Application and a core member of the Quantitative Finance Research Centre. He is also the founding head of the Centre for Financial Mathematics at the Institute of Advanced Studies. He has a PhD in Mathematics from the Technical University in Dresden and a Doctor of Sciences from the Academy of Sciences in Berlin.

He has more than 150 research publications in top tier journals in the area of Quantitative Finance and Mathematics. He has authored 4 successful books. One of his most famous books is 'A Benchmark Approach to Quantitative Finance' published by Springer in 2006. He has more than 50 visiting appointments at leading institutions worldwide and he serves on the editorial boards of several journals. The most notable ones being Mathematical Finance and Quantitative Finance. He is also the initiator and co-organizer of the annual Quantitative Methods in Finance conference series. He has been elected as incoming President of the Bachelier Finance Society, the leading professional organization in Mathematical and Quantitative Finance.

Prof Platen has received funding from various institutions and governments, exceeding $2.5 million till date. He is also working on improvements of the pension system in Australia.

While addressing an audience, comprising of faculty, researchers and students, Dr. Platen said that there are enormous risks around our pension system. There is a need of a little bit of academic direction, to do something about it. There is a way to do it. Even developed countries need to wake up and say, 'now something has to be done'. He spoke about his work on the numeraire portfolio and its applications in the pension fund industry.

Full text of his interview with Dr. Nupur Pavan Bang of the Centre for Investment at ISB