Dr. Frey, Rüdiger
Rüdiger is Professor of Financial Mathematics
at the University of Leipzig, Germany. His main
research fields are quantitative risk
management, dynamic credit risk models and
the pricing and hedging of derivatives under
incompleteness and market frictions. He is
frequently a trainer on courses for practitioners.
Prior to this he held positions as Professor of
Finance at the University of Zurich and as UBS
Risk Knowledge Network, Inc.
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research fellow at the Federal Institute of Technology (ETH) in Zurich. He
has also been involved in consulting projects for Swiss and German
insurance companies and banks.
Rüdiger is coauthor of the popular book "Quantitative Risk Management:
Concepts Techniques & Tools" (Princeton University Press 2005), which
was rated as one of the Top 10 Technical Books of 2006 on Financial
Engineering, by Financial Engineering News.
He has published research papers in leading international academic
journals and has given seminars at a number of important international
conferences and institutions.
Rüdiger is member of the academic advisory board of FITCH group.
Rüdiger holds a diploma in mathematics and a PhD in financial
economics from the University of Bonn.