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<h1 id="firstHeading" class="firstHeading mw-first-heading"><span class="mw-page-title-main">Josef Teichmann</span></h1>
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<p><b>Josef Teichmann</b> (* <a href="27._August" title="27. August">27. August</a> <a href="1972" title="1972">1972</a> in <a href="Lienz" title="Lienz">Lienz</a>) ist ein österreichischer <a href="Finanzmathematik" title="Finanzmathematik">Finanzmathematiker</a> und Hochschullehrer an der <a href="ETH_Z%C3%BCrich" title="ETH Zürich">ETH Zürich</a>.
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<div class="mw-heading mw-heading2"><h2 id="Leben">Leben</h2></div>
<p>Nach einem Grundstudium der <a href="Mathematik" title="Mathematik">Mathematik</a> an der <a href="Universit%C3%A4t_Graz" title="Universität Graz">Universität Graz</a> (Abschluss als Magister 1996) absolvierte er ein <a href="Doktor" title="Doktor">Doktoratsstudium</a> der Mathematik an der <a href="Universit%C3%A4t_Wien" title="Universität Wien">Universität Wien</a>. Der Titel der Dissertation 1999 bei <a href="Peter_Michor" class="mw-redirect" title="Peter Michor">Peter Michor</a> war <i>The Theory of Infinite Dimensional <a href="Lie-Gruppe" title="Lie-Gruppe">Lie Groups</a> from the Point of View of <a href="Funktionalanalysis" title="Funktionalanalysis">Functional Analysis</a></i>. Nach wissenschaftlicher Tätigkeit an der <a href="Technische_Universit%C3%A4t_Wien" title="Technische Universität Wien">Technischen Universität Wien</a>, <a href="Habilitation" title="Habilitation">habilitierte</a> er sich 2002 ebendort. Seit Juni 2009 ist er ordentlicher Universitätsprofessor an der <a href="ETH_Z%C3%BCrich" title="ETH Zürich">ETH Zürich</a>. Seit August 2023 ist er Vorsteher des Mathematikdepartementes.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup>
</p><p>Im Jahr 2005 wurde ihm der <a href="F%C3%B6rderungspreis_der_%C3%96sterreichischen_Mathematischen_Gesellschaft" title="Förderungspreis der Österreichischen Mathematischen Gesellschaft">Förderungspreis der Österreichischen Mathematischen Gesellschaft</a> verliehen und 2006 der <a href="Start-Preis" title="Start-Preis">START-Preis</a> des <a href="Fonds_zur_F%C3%B6rderung_der_wissenschaftlichen_Forschung" class="mw-redirect" title="Fonds zur Förderung der wissenschaftlichen Forschung">FWF</a>.
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<div class="mw-heading mw-heading2"><h2 id="Publikationen_(Auswahl)"><span id="Publikationen_.28Auswahl.29"></span>Publikationen (Auswahl)</h2></div>
<ul><li>Hans Bühler, Lukas Gonon, Josef Teichmann und Ben Wood: <cite style="font-style:italic">Deep Hedging</cite>. In: Routledge (Hrsg.): <cite style="font-style:italic">Quantitative Finance</cite>. <span style="white-space:nowrap">Band<span style="display:inline-block;width:.2em"> </span>19</span>, <span style="white-space:nowrap">Nr.<span style="display:inline-block;width:.2em"> </span>8</span>, 2019, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em"> </span>1271–1291</span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rfr_id=info:sid/de.wikipedia.org:Josef+Teichmann&rft.atitle=Deep+Hedging&rft.au=Hans+B%C3%BChler%2C+Lukas+Gonon%2C+Josef+Teichmann+und+Ben+Wood&rft.date=2019&rft.genre=journal&rft.issue=8&rft.jtitle=Quantitative+Finance&rft.pages=1271-1291&rft.volume=19" style="display:none"> </span></li>
<li>Christa Cuchiero, Damir Filipović, Eberhard Mayerhofer, Josef Teichmann: <cite style="font-style:italic">Affine processes on positive semidefinite matrices</cite>. In: <cite style="font-style:italic">Annals of Applied Probability</cite>. <span style="white-space:nowrap">Band<span style="display:inline-block;width:.2em"> </span>21</span>, <span style="white-space:nowrap">Nr.<span style="display:inline-block;width:.2em"> </span>2</span>, 2021, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em"> </span>397–463</span>, <a href="Digital_Object_Identifier" title="Digital Object Identifier">doi</a>:<span class="uri-handle" style="white-space:nowrap"><a rel="nofollow" class="external text" href="https://doi.org/10.1214/10-AAP710">10.1214/10-AAP710</a></span> (<a rel="nofollow" class="external text" href="https://projecteuclid.org/journals/annals-of-applied-probability/volume-21/issue-2/Affine-processes-on-positive-semidefinite-matrices/10.1214/10-AAP710.full">projecteuclid.org</a>).<span class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rfr_id=info:sid/de.wikipedia.org:Josef+Teichmann&rft.atitle=Affine+processes+on+positive+semidefinite+matrices&rft.au=Christa+Cuchiero%2C+Damir+Filipovi%C4%87%2C+Eberhard+Mayerhofer%2C+...&rft.date=2021&rft.doi=10.1214%2F10-AAP710&rft.genre=journal&rft.issue=2&rft.jtitle=Annals+of+Applied+Probability&rft.pages=397-463&rft.volume=21" style="display:none"> </span></li>
<li>Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann: <cite style="font-style:italic">Polynomial processes and their applications to mathematical finance</cite>. In: Springer (Hrsg.): <cite style="font-style:italic">Finance and Stochastics</cite>. <span style="white-space:nowrap">Band<span style="display:inline-block;width:.2em"> </span>16</span>, 2012, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em"> </span>711–740</span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rfr_id=info:sid/de.wikipedia.org:Josef+Teichmann&rft.atitle=Polynomial+processes+and+their+applications+to+mathematical+finance&rft.au=Christa+Cuchiero%2C+Martin+Keller-Ressel%2C+Josef+Teichmann&rft.btitle=Finance+and+Stochastics&rft.date=2012&rft.genre=book&rft.pages=711-740&rft.volume=16" style="display:none"> </span></li>
<li>Christian Bayer, Josef Teichmann: <cite style="font-style:italic">The proof of Tchakaloff’s theorem</cite>. In: <cite style="font-style:italic">Proceedings of the American mathematical society</cite>. <span style="white-space:nowrap">Band<span style="display:inline-block;width:.2em"> </span>134</span>, <span style="white-space:nowrap">Nr.<span style="display:inline-block;width:.2em"> </span>10</span>, 2006, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em"> </span>3035–3040</span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rfr_id=info:sid/de.wikipedia.org:Josef+Teichmann&rft.atitle=The+proof+of+Tchakaloff%E2%80%99s+theorem&rft.au=Christian+Bayer%2C+Josef+Teichmann&rft.date=2006&rft.genre=journal&rft.issue=10&rft.jtitle=Proceedings+of+the+American+mathematical+society&rft.pages=3035-3040&rft.volume=134" style="display:none"> </span></li>
<li>Walter Schachermayer, Josef Teichmann: <cite style="font-style:italic">How close are the option pricing formulas of Bachelier and Black–Merton–Scholes?</cite> In: Blackwell Publishing Inc (Hrsg.): <cite style="font-style:italic">Mathematical Finance: an international journal of mathematics, statistics and financial economics</cite>. <span style="white-space:nowrap">Band<span style="display:inline-block;width:.2em"> </span>18</span>, <span style="white-space:nowrap">Nr.<span style="display:inline-block;width:.2em"> </span>1</span>, 2008, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em"> </span>155–170</span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rfr_id=info:sid/de.wikipedia.org:Josef+Teichmann&rft.atitle=How+close+are+the+option+pricing+formulas+of+Bachelier+and+Black-Merton-Scholes%3F&rft.au=Walter+Schachermayer%2C+Josef+Teichmann&rft.date=2008&rft.genre=journal&rft.issue=1&rft.jtitle=Mathematical+Finance%3A+an+international+journal+of+mathematics%2C+statistics+and+financial+economics&rft.pages=155-170&rft.volume=18" style="display:none"> </span></li></ul>
<div class="mw-heading mw-heading2"><h2 id="Weblinks">Weblinks</h2></div>
<div class="sisterproject" style="margin:0.1em 0 0 0;"><div class="noresize noviewer" style="display:inline-block; line-height:10px; min-width:1.6em; text-align:center;" aria-hidden="true" role="presentation"><span class="mw-default-size" typeof="mw:File"><span title="Commons"></span></span></div><b><span class=""><a class="external text" href="https://commons.wikimedia.org/wiki/Category:Josef_Teichmann?uselang=de"><span lang="en">Commons</span>: Josef Teichmann</a></span></b> – Sammlung von Bildern, Videos und Audiodateien</div>
<ul><li><a rel="nofollow" class="external text" href="https://portal.dnb.de/opac.htm?method=simpleSearch&query=140768890">Literatur von und über Josef Teichmann</a> im Katalog der <a href="Deutsche_Nationalbibliothek" title="Deutsche Nationalbibliothek">Deutschen Nationalbibliothek</a></li>
<li><a rel="nofollow" class="external text" href="https://people.math.ethz.ch/~jteichma/">Persönliche Website von Josef Teichmann</a></li>
<li><a rel="nofollow" class="external text" href="https://www.mathgenealogy.org/id.php?id=58878">Josef Teichmann</a> im <a href="Mathematics_Genealogy_Project" title="Mathematics Genealogy Project">Mathematics Genealogy Project</a> (englisch) <span style="display:none">Vorlage:MathGenealogyProject/Wartung/name verwendet</span></li>
<li>Josef Teichmann: <a rel="nofollow" class="external text" href="https://video.ethz.ch/speakers/lecture/2448505c-1309-4aa2-80d0-e9a4f4f2896c.html"><i>Geometry of Stochastic Differential Equations. Einführungsvorlesung.</i></a> Videoportal der ETH Zürich, 5. Mai 2010.</li></ul>
<div class="mw-heading mw-heading2"><h2 id="Einzelnachweise">Einzelnachweise</h2></div>
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<li id="cite_note-1"><span class="mw-cite-backlink"><a href="#cite_ref-1">↑</a></span> <span class="reference-text"><span class="cite"><a rel="nofollow" class="external text" href="https://math.ethz.ch/de/das-departement/geschichte/departementsvorsteher.html"><i>Departementsvorsteher.</i></a><span class="Abrufdatum"> Abgerufen am 23. April 2025</span>.</span><span style="display: none;" class="Z3988" title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rfr_id=info%3Asid%2Fde.wikipedia.org%3AJosef+Teichmann&rft.title=Departementsvorsteher&rft.description=Departementsvorsteher&rft.identifier=https%3A%2F%2Fmath.ethz.ch%2Fde%2Fdas-departement%2Fgeschichte%2Fdepartementsvorsteher.html"> </span></span>
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