Curriculum Vitae of Wolfgang Runggaldier
Academic Degree
Dottore in Matematica, University of Padova (30-10-1964).
Academic Appointments
- From 2013 : Professor emeritus at the University of Padova.
- December 1980 - October 2012: Full prof. of Statistica Matematica,
Faculty of Science, University of Padova.
- November 1972 - December 1980 : Lecturer of Statistica Matematica,
Faculty of Science, University of Padova.
- October 1969 - December 1980 : Assistant prof. of Istituzioni
di Analisi Matematica, Faculty of Statistics, University of Padova.
- October 1965 - July 1969 : Assistant prof. at the Istitute
of Operations Research and Electronic Data Processing, University of
Zürich.
Further scientific appointments:
- August 1969 - October 1969 : IBM-Japan, Tokyo; Scientific Data
Handling Division : Independent consultant in a computer application
education program.
- June 1971 - October 1971 : University of Calgary (Canada); Department
of Electrical Engineering. Fellowship of The Canada Council.
- Brown University, Providence, R.I.,USA; Division of Applied Mathematics.
Visiting associate professor of research (October 1976 - May
1978) Visiting professor of research (January 1985 - August 1985)
- MIT, Cambridge, MA, USA ; Laboratory for Information and Dynamical
Systems. Visiting research scientist (October ‘77 - May ‘78 and
January ‘85 - August‘85).
- October 1984 - December 1984 : INRIA, Rocquencourt, Paris.
- April 1987 - October 1987 : IIASA, Laxenburg, Vienna. Visiting
research scholar.
- August 1991 : CINVESTAV-IPN (Centro de Investigacion y de Estudios Avanzados del Instituto Politecnico Nacional),
Mexico City.
- February 1995 : INIMS (Isaac Newton Institute for the Mathematical
Sciences), Cambridge, UK.
- Universitè d'Evry/Paris,Departement de Mathèmatiques
(January-February 2000)
- University of Technology, Sydney; School of Finance and Economics
(October '00- February '01 and December '02)
- Universitè Paris VII, Laboratoire de Probabilitès
(November-December 2003)
- LMU University, Munich (June-December 2009)
- Hosei University, Tokyo, Japan (September 2010-January 2011)
Other appointments:
- Member of the University Council of the Free University of Bozen-
Bolzano (Italy) from 2010 to 2014.
Member of the Editorial Board of :
- Finance and Stochastics (Springer Verlag) : co-editor (1997-2017). Advisory editor from 2017.
- SIAM Journal of Control and Optimization : associate editor (1998-2003)
- Systems and Control Letters (Associate editor from 1991 to 1995).
- Decisions in Economics and Finance. A Journal of Applied Mathematics,
(Springer-Verlag) : advisory editor
- Rendiconti del Seminario Matematico dell’Universitá di
Padova;
- Member of the Scientific Committee of the Springer-Bocconi Book Series, Springer-Verlag, Italia.
Organization of scientific meetings:
- Convegno Nazionale Calcolo Stocastico e Sistemi Dinamici
Stocastici (coorganizer), Dipartimento di Matematica, Universitá
di Padova, September 1983.
- Stochastic Dynamical Systems (coorganizer), Institute
LADSEB / CNR, Padova, October 1985.
- Recenti sviluppi della nozione di scambiabilitá e loro
applicazioni in Statistica (codirector), Il Palazzone, Cortona, October
1991.
- Stochastic Processes : Applications in Mathematical Economics,
Centro E.Majorana, Erice, May 1992.
- Incontro GNAFA Economia Matematica, Scuola Normale Pisa,
October 7-9, 1993.
- Course/conference INdAM/GNAFA on Recent Developments in Mathematical
Finance (codirector), Cortona, May 29-June 3, 1994.
- Incontro GNAFA Matematica finanziaria, Universitá
di Perugia, May 25-27, 1995.
- CIME Sumer School on Financial Mathematics, Bressanone,
July 8-13, 1996.
- III Italian Conference on Mathematical Finance (codirector),
Trento, May 26-30, 1997.
- Workshop on The Interplay between Finance, Insurance and Statistics
(codirector), Cortona, June 8-12, 1998.
- Organizer of two sessions on Mathematical finance at
the : 10th INFORMS Applied Probability Conference, Ulm (Germany), June
26-28,1999
- Organizer of a session on Financial mathematics at
the : Montecarlo 2000-conference, Monte Carlo (Monaco), July 2000
- Organizer of two sessions on Stochastic models in finance
at the : 23rd European meeting of Statisticians, Madeira, August
2001
- GAMM-2003 Conference (co-chairman local Organizing Committee),
Abano Terme - Padua, March 24-28, 2003.
- CIME Sumer School on Stochastic Methods in Finance (co-director),
Bressanone, July 6-13, 2003.
- Special Semester on Stochastics with Emphasis on Finance at RICAM in Linz, Austria
(chairman of the Scientific Committee), September-December 2008.
Honors/Awards:
- Membro effettivo
of the Istituto Veneto di Scienze, Lettere ed Arti, Venice.
- Socio Corrispondente of the Istituto Lombardo Accademia di Scienze e Lettere, Milan.
- Fellow Institut Louis Bachelier, Paris.
Main research interests
- Stochastic Dynamical Systems, in particular Filtering and Stochastic
Control;
- Stochastic methods for the applications, in particular in Finance.
Hobbies
- Mountaineering;
- Languages:
German, Italian, Ladin-Gherdeina,
English, French, Russian, Spanish, Japanese, Chinese(HSK-3)
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