index-e

Faculty of Mathematics & Computer Science

Mathematical Institute

Optimization & Financial Mathematics

German

MATHEMATICAL
INSTITUTE
PROF. DR. RÜDIGER FREY

News & Study

Prof. Dr. Rüdiger Frey

Research

	News

	Study/Teaching
	please visit the German website of Prof. Dr. Rüdiger Frey

	since December 2011 Professor of Mathematics and Financial Mathematics

	till February 2012 Professor of Optimization and Financial Mathematics

	Member of Top Level Research area "Mathematical Sciences"

	Curriculum vitae

	short curriculum vitae

	Contact

	Secretary

	Publications

	Book "Quantitatives Risikomanagement" (Prof. A.J. McNeil, Prof. P. Embrechts und Prof. R. Frey) Visit the official homepage.

	Research interests:
	Financial mathematics Quantitative risk management Stochastics Financial economics
	Current projects:
	Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk. (Credit) Risk Management and Dependence Modelling Risk Management for Derivatives under Market Frictions

useful Links

	Deutsche Forschungsgemeinschaft

	Deutsche Gesellschaft für Versicherungs- und Finanzmathematik e.V.

	Max-Planck-Institut für Mathematik in den Naturwissenschaften

	International Max-Planck-Research-School