Chris Frei

Associate Professor, Faculty of Science - Mathematics & Statistical Sciences

Contact

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

Overview

About

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. In 2020, Christoph was awarded a McCalla Professorship.


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 156 - Calculus for Business and Economics II

Techniques and applications of integration. Improper integrals. Partial differentiation. Multivariate optimization. Probability and calculus. Applications in the context of business and economics. Prerequisite: One of MATH 100, 113, 114, 117, 134, 144 or 154. Note: Credit can be obtained in at most one of MATH 101, 115, 118, 136, 146, 156 or SCI 100.

Fall Term 2020

Browse more courses taught by Chris Frei