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Frei, Christoph

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Keywords:

quantitative finance, risk management and mathematical economics, Quantitative finance, Risk management, Mathematical economics, Machine learning, Credit risk, Algorithmic trading, Over-the-counter markets, Digital currencies

Christoph Frei is a professor of mathematical finance. He received his PhD degree at ETH Zurich and was a postdoctoral researcher at École Polytechnique in Paris. He has published in top-tier journals in quantitative finance and risk management. His research is of both theoretical and applied nature, which is also reflected in ongoing collaborations with the financial industry. Currently, he is leading a Mitacs-supported multiyear project with ATB Financial, applying and developing ML techniques in risk management. To analyze potential social benefits and risks of central bank digital currencies, he was recently awarded an Insight Grant from the Social Sciences and Humanities Research Council of Canada.

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Meet Christoph Frei: Incoming chair of the Department of Mathematical & Statistical Sciences | Faculty of Science

Meet Christoph Frei: Incoming chair of the Department of Mathematical & Statistical Sciences Learn about Christoph Frei’s teaching and research in mathematical finance and risk management as he ...

Published: July 11, 2022

Congratulations to the 2017 gold medalist Nora Nahornick | Faculty of Science

Congratulations to the 2017 gold medalist Nora Nahornick Faculty of Science gold medalist Nora Nahornick tells us about her University of Alberta experience, future plans, and advice for current ...

Published: June 21, 2017

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Frei, Christoph

From AI4Society Forum

Frei, Christoph

Profile

AI4Society Funded Projects

Meet Christoph Frei: Incoming chair of the Department of Mathematical & Statistical Sciences | Faculty of Science

Congratulations to the 2017 gold medalist Nora Nahornick | Faculty of Science