I joint the Mathematical Finance group of Walter Schachermayer at the University of Vienna. I am also interested in spectral and scattering theory of difference operators and applications to completely integrable nonlinear lattices, where I am involved in the START project "Spectral Analysis and Applications to Soliton Equations" of Gerald Teschl.
Previously, I was an FWF Erwin Schrödinger Fellow at the Courant Institute of New York University and at Imperial College London.
A detailed description of my research interests, a complete list of publications (including TeX|DVI|PDF files for download), academic activities, and my curriculum vitae are available.
Here you can also find information on my courses.
Contact Information
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Johanna Michor Fakultät für Mathematik Universität Wien Nordbergstrasse 15 A-1090 Wien
Phone: +43 1 4277 50724 |
News
I was awarded an FWF Elise Richter position of the Austrian Science Fund (project title "Long time asymptotics of Soliton equations", duration 2010-2013).
Research Monograph
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F. Gesztesy,
H. Holden,
J. Michor, and
G. Teschl
Soliton Equations and Their Algebro-Geometric Solutions. Volume II: (1+1)-Dimensional Discrete Models, Cambridge Studies in Advanced Mathematics, Volume 114, Cambridge University Press, Cambridge, 2008. ISBN 9780521753081 Official Webpage. Sample chapter: Introduction. Order at Cambridge University Press: US, UK. |
Upcoming conferences
Fields Institute - Thematic program on Quantitative Finance, January - June 2010,
Toronto, Canada.
Analysis, Stochastics, and Applications -
A Conference in Honour of Walter Schachermayer, July 12 - 16, 2010, Vienna University, Austria.