Christoph Frei
Has grant
Professor of Mathematical Finance
Research Interests
Explore related searches
Contact this professor
About
Christoph Frei is a Professor of Mathematical Finance at the University of Alberta, Canada. His research encompasses various areas including block trade contracting, the impact of cannabis legalization on banking transactions, and the dynamics of traditional and digital currencies in over-the-counter markets. He has also explored topics such as counterparty risk, optimal closing benchmarks, and innovative approaches to risk attribution in credit risk analysis.
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
Articles (9)
Year:
2024
Year:
2021
Collaborators (1)
Joshua Mollner
Associate Professor (without tenure)
Northwestern University Kellogg School of Management
How do I reach out?
Sign in for free to see their profile details and contact information.