Chris Frei

Professor, Faculty of Science - Mathematics & Statistical Sciences
Interim Chair, Faculty of Science - Mathematics & Statistical Sciences

Pronouns: he/him

Contact

Professor, Faculty of Science - Mathematics & Statistical Sciences
Email
cfrei@ualberta.ca
Address
621 Central Academic Building
11324 - 89 Ave NW
EdmontonAB
T6G 2G1

Interim Chair, Faculty of Science - Mathematics & Statistical Sciences
Email
msschair@ualberta.ca
Phone
(780) 492-1784
Address
632E-1 Central Academic Building
11324 - 89 Ave NW
EdmontonAB
T6G 2G1

Availability
By appointment via email

Overview

Area of Study / Keywords

Mathematical Finance Mathematical Economics FinTech Risk Management


About

Christoph is a professor of mathematical finance at the University of Alberta and currently serves as the Interim Chair of the Department of Mathematical and Statistical Sciences. 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. In 2020, Christoph was awarded a McCalla Professorship. In addition to his research, he contributed substantially to the undergraduate and graduate student experience: he developed a calculus stream for business and economics, established links to the finance and risk industry, and served as the Associate Chair Graduate of the Department during the past year. 


Research

My current research is in mathematical finance (algorithmic trading and credit risk management) and mathematical economics (over-the-counter markets and the economics of digital currencies).

Courses

MATH 900B - Directed Research Project

Open only to students taking the MSc non-thesis option in mathematics.

Summer Term 2022

STAT 900A - Directed Research Project

Open only to students taking the MSc non-thesis option in statistics.

Summer Term 2022

STAT 900B - Directed Research Project

Open only to students taking the MSc non-thesis option in statistics.

Summer Term 2022 Summer Term 2022

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