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Rüdiger Frey

Address:

Welthandelsplatz 1, Building D4, Entrance A, 4th Floor

1020 Vienna, Austria

Phone: +43 1 31336-4760

Email

Office assistant: Katrin Artner

Office hours: by appointment

Personal website

Quantitative Risk Management:

Lecture Notes:

  • Continuous Time Finance
    English, Lecture Notes for the Master in Quantitative Finance and for the VGSF at WU, based on earlier notes made at Universität Leipzig

  • Nonlinear Optimization
    English, Lecture Notes for the Master in Quantitative Finance at WU

  • Lineare Optimierung
    Deutsch, basierend auf Vorlesungen an der Universität Leipzig

  • Diskrete Finanzmathematik
    Deutsch, basierend auf Vorlesungen an der Universität Leipzig, gemeinsam mit Thorsten Schmidt

Research interests:

  • Probability theory

  • Financial mathematics

  • Financial management

Third Party Funded Projects: