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 the market of credit default swaps 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).
Supervised thesis-based graduate students
- Bohdan Horak: PhD student starting Sept. 2018
- Logan Ewanchuk: Master's student since Sept. 2017
- Joshua Mitra: Master's student since Sept. 2017
- Chad Yan*: Master's student from Sept. 2015 to Apr. 2017
- Xuran Lin: Master's student from Sept. 2014 to June 2016
- Benjamin Bernard: PhD student from Sept. 2011 to Mar. 2016
- Wenjie Chen: Master's student from Sept. 2013 to June 2015
- Lingyu (David) Miao: Master's student from Sept. 2011 to Jan. 2014
- Zhuolin (Joe) Yang: Master's student from Sept. 2011 to Sept. 2013
- Linghang Zeng: Master's student from Sept. 2011 to July 2013
- Thomas Krabichler: co-supervised Master's thesis (with Martin Schweizer at ETH Zürich) from Oct. 2008 to Mar. 2009
*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