Matthias Scherer is professor for Financial Mathematics at the Technical University Munich. His research interests comprise the pricing and risk management of financial derivatives, probability theory, statistics, and efficient numerical tools. He is particularly interested in dependence concepts / copula models and multivariate financial problems. Besides many research papers, he has co-authored the books „Financial Engineering with Copulas Explained“ and „Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications“. He holds a Diploma in Business Mathematics from Ulm University, a Masters of Science degree in Mathematics from Syracuse University and  a Phd in Mathematics from Ulm University.