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Christoph Frei

Professor of Mathematical Finance

University of Alberta

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Canada

Has grant

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Research Interests

Corporate Finance

30%

Banking

20%

Finance

40%

Economics

20%

Foreign Exchange

10%

Cancer Biology

10%

Quantitative Finance

10%

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Recent Grants

Grant: Close

Credit risk: estimating loss frequencies and loss rates

Open Date: 2020-05-01

Close Date: 2021-10-01

Grant: Close

Novel stochastic models in risk management and game theory

Open Date: 2019-04-01

Close Date: 2025-03-01

Grant: Close

Building a framework to use banking data for learning, warning, and prevention

Open Date: 2019-01-01

Close Date: 2022-06-01

Grant: Close

Should central banks issue digital currencies and impose position limits to increase market efficiency?

Open Date: 2018-04-01

Close Date: 2024-03-01

Collaborators1

Joshua Mollner

Associate Professor (without tenure)

Northwestern University Kellogg School of Management

UNITED STATES