U of A

  Christoph Frei

   Associate Professor of Mathematical Finance, University of Alberta
   Doctor of Sciences, ETH Zürich

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Researcher in quantitative finance, risk management and mathematical economics

Christoph is an associate professor of mathematical finance at the University of Alberta. He grew up in Switzerland and studied mathematics at ETH Zurich. During his PhD studies in mathematical finance at ETH Zurich, he worked in the financial industry. After receiving his PhD degree, Christoph was a researcher at École Polytechnique in Paris before joining the University of Alberta in 2010. In the first half of 2013, he was a visiting professor at ETH Zurich. In 2016, he was the main organizer of the PIMS Summer School in Mathematical Finance and the Sixth International IMS-FIPS Workshop. Christoph chaired the scholarships and fellowships selection committee for mathematical sciences of the Natural Sciences and Engineering Research Council of Canada. While on sabbatical from the University of Alberta in the academic year 2016/7, Christoph was working on research projects about CDS and commodity markets at the U.S. Federal Reserve Board and on an independent verification of risk models with UBS in the U.S. regulatory context. His current research is in mathematical finance (algorithmic trading and credit risk management) as well as mathematical economics (over-the-counter markets and continuous-time game theory).

Address

University of Alberta
Mathematical and Statistical Sciences
Edmonton AB T6G 2G1
Canada

Office: CAB 621
Email:
LinkedIn: Profile on LinkedIn
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Preprints and Publications

Dissertation

Fall Term 2017

Winter Term 2018

We are offering undergraduate programs in Mathematics and Economics and in Mathematics and Finance as well as Master's and PhD programs in Mathematical Finance.

Supervised thesis-based graduate students

*Additionally, Chad Yan and Amy Song (a Master's student in Economics at the time) participated in Mitacs Accelerate internships with AIMCo, where I acted as the academic supervisor.

Supervised undergraduate students

Consulting

University-industry partnerships

Research stays

Service