Christoph Frei

Christoph is a researcher in quantitative finance, risk management and mathematical economics. He is an associate professor at the University of Alberta.

  • Photo credit: John Ulan

  • Photo credit: Arturo Pianzola

  • Photo credit: Aminah Syed

Background

Christoph 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.

Research

In his research, Christoph uses and develops mathematical and statistical tools to address important problems in finance and economics. 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).

Industry

As a strong believer in the value of partnerships between academia and industry, Christoph is involved in several industrial collaborations, also helping students gain relevant practical experience. Christoph is a member of the PRMIA Edmonton Steering Committee and the University Chapter Lead.

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