Former Member

Dr. Klaus Scheicher

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Research Scientist Financial Mathematics

Short Curriculum Vitae

  • 6.8.1971 Birth in Hallein
  • 1989/91 Studies of Mathematics and Computerscience in Salzburg University
  • 1991/95 Studies of technical Mathematics at Graz University of Technology
  • 1995 M.Sc. in technical Mathematics
  • 1995/97 Graduate studies at Graz University of Technology
  • 1997 Ph.D. in technical Mathematics
Former and Current Positions:
  • 1998/01 Software developer at B+S Banksysteme in Salzburg
  • 2001/02 Scientific assistant at FWF project 8305
  • 2002/03 Scientific assistant Linz University
  • since Oct. 2003 Research Scientist in the group "Financial Mathematics" at RICAM

Research Interests

  • Valuation of finacial derivatives
  • Quasi Monte Carlo Algorithms for numerical Integration
  • Number theory
  • Fractal Geometry