News & Teaching

 Univ.-Prof.Dr. Rüdiger Frey

 Research

News



Teaching








Professor for Mathematics & Finance


curriculum vitae


short curriculum vitae


contact

  • Phone: +43-1-313 36-4760
  • E-mail: ruediger.frey@wu.ac.at
  • 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
 

Publications


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