News & Teaching

 Univ.-Prof.Dr. Rüdiger Frey




Professor for Mathematics & Finance

curriculum vitae

short curriculum vitae


  • Phone: +43-1-313 36-4760
  • E-mail:
  • Address:
    Wirtschaftsuniversität Wien
    Institute for Statistics and Mathematics
    Building D4, Level 4
    Welthandelsplatz 1
    A-1020 Vienna
  • Room: D4.4.054
Office hours: by appointment


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

Research interests:

  • Financial mathematics
  • Quantitative risk management
  • Stochastics
  • Financial economics

Current research projects:

  1. Structural credit risk models with noisy asset information and applications
  2. Analysis of Sovereign Credit Spreads

Last change: 23 Jun. 2014