M.S. in Mathematics, Universität Wien, 1987;
Ph.D. in Mathematics, Universität Wien, 1989.

Stochastic Simulation, Markov Chain Monte Carlo, Financial Simulation, Automatic Non-Uniform Random Variate Generation.

• IE 255  Probability for Industrial Engineers (Fall 1999, Fall 2000, Fall 2001, Fall 2002, Fall 2004, Fall 2005)
• IE 256  Statistics for Industrial Engineers (Spring 2001, Spring 2002, Spring 2003)
• IE 306  Systems Simulation (Spring 2004, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009)
• IE 485  Computational Methods in Statistics (Fall 2006)
• IE 504  Probability Theory and Statistics for IE (Fall 2007)
• IE 508  Statistical Inference (Spring 2009)
• IE 510  Simulation Modeling (Fall 2003, Fall 2004, Fall 2005, Spring 2007)
• IE 586  Random Number Generation (Fall 2002, Fall 2003)
• IE 586  Quantitative Finance (Fall 2008, Fall 2009)
• IE 590  Econometric Modeling of Finance (Spring 1999, Spring 2000)
• IE 590  Statistical Inference (Spring 2008)

• Hörmann, W. (2007). "A simple generator for the t distribution." Computing 81(4): 317-322.
• Derflinger, G. and W. Hörmann (2005). "Asymptotically optimal design points for rejection algorithms." Communications in Statistics-Simulation and Computation. 34(4): 879-893.
  
• Hörmann, W., J. Leydold and G. Derflinger (2004). Automatic Nonuniform Random Variate Generation. New York, Springer-Verlag.
  
• Leydold, J. and W. Hörmann (2004). "Smoothed transformed density rejection." Monte Carlo Methods and Applications. 10(3-4): 393-–402.
  
• Tirler, G., P. Dalgaard, W. Hörmann and J. Leydold (2004). "An error in the Kinderman-Ramage method and how to fix it." Computational Statistics and Data Analysis. 47(3): 433-440.
  
• Hörmann, W. and J. Leydold (2003). "Continuous random variate generation by fast numerical inversion." ACM Transactions on Modeling and Computer Simulation. 13(4): 347-362.
  
• Leydold, J., G. Derflinger, G. Tirler and W. Hörmann (2003). "An Automatic Code Generator for Nonuniform Random Variate Generation." Mathematics and Computers in Simulation. 62(3-6): 405-412.
  
• Hörmann, W. (2002). "A Note on the Performance of the" Ahrens Algorithm"." Computing. 69(1): 83-89.
  
• Hörmann, W. and G. Derflinger (2002). "Fast generation of order statistics." ACM Transactions on Modeling and Computer Simulation. 12(2): 83-93.

:: Contact Information

Personal URL	http://www.ie.boun.edu.tr/~hormannw/
e-mail	hormannw
Phone (office)	+ 90 (212) 359 7077
Fax (office)	+ 90 (212) 265 1800
Address	Boğaziçi University Department of Industrial Engineering 34342, Bebek-Istanbul, Turkey