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R�diger Frey is Professor for Financial Mathematics and Optimization at the University of Leipzig, Germany.
Prior to that he held positions as Assistant Professor of Finance at the University of Zurich and as UBS research fellow in financial mathematics at the ETH Zurich.
He holds a diploma in mathematics from the University of Bonn where he received his PhD in 1996. His main research fields are quantitative risk management, in particular credit risk modelling, and the analysis of derivatives under market frictions.
R�diger is co-author of the book "Quantitative Risk Management: Concepts Techniques & Tools" (Princeton University Press 2005, with Alex McNeil and Paul Embrechts) and has published research papers in leading academic journals. | 