Who We Are
mathrisk.com:
We design and present workshops for industry practitioners on topics
in quantitative risk management and mathematical finance. Our workshop presenters
are current or former members of the group for Financial and Insurance Mathematics
at the Federal Institute of Technology (ETH) in
Zurich. Activities are currently coordinated by Alexander McNeil.
We have considerable experience of teaching workshops for practitioners.
You can find more details of previous workshops we have been involved in here.
Workshop Presenters:
Alexander McNeil
Rüdiger Frey
Paul Embrechts
Alexander McNeil
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Alexander McNeil is Assistant Professor of Mathematics at the Swiss Federal
Institute of Technology (ETH) in Zurich. He has a BSc in mathematics from
Imperial
College, London and a PhD in mathematical statistics from Cambridge University,
which he completed in 1993. Since joining ETH in 1996 he has concentrated
on developing statistical methodology for integrated financial risk management.
His particular interests include extreme value theory (EVT), risk theory,
time series analysis and the modelling of correlated risks. He has published
papers in leading statistics, econometrics and insurance mathematics journals
and is a regular speaker at international risk management conferences.
Rüdiger Frey
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homepage.
Rüdiger Frey is Professor of Financial Mathematics at the University
of Leipzig, Germany. Prior to that he held positions as Professor of Finance
at the University of Zurich and as UBS research fellow at the Federal Institute
of Technology (ETH) in Zurich. He holds a diploma in mathematics from the
Univeristy of Bonn where he received his PhD in financial economics in 1996.
His main research fields are quantitative risk management and the pricing
and hedging of derivatives under incompleteness and market frictions. Rüdiger
has published research papers in leading journals and has given seminars
at a number of important international conferences and institutions. He has
also been involved in consulting projects for Swiss insurance companies and
banks.
Paul Embrechts
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Paul Embrechts is Professor of Mathematics at the Swiss Federal Institute
of Technology (ETH) in Zurich, specialising in actuarial mathematics and mathematical
finance. Previous academic positions include the Universities of Leuven, Limburg
and London (Imperial College). Dr. Embrechts has held visiting appointments
at the University of Strasbourg, ESSEC Paris, the Scuola Normale in Pisa and
the London School of Economics (Centennial Professor of Finance). He is an
Elected Fellow of the Institute of Mathematical Statistics, Honorary Fellow
of the Institute of Actuaries, Corresponding Member of the Italian Institute
of Actuaries, Editor of the ASTIN Bulletin, on the Advisory Board of Finance
and Stochastics and Associate Editor of numerous scientific journals. He is
a member of the Board of the Swiss Association of Actuaries and belongs to
various national and international research and academic advisory committees.
His areas of specialization include insurance risk theory, integrated risk
management, the interplay between insurance and finance, and the modeling of
rare events. Together with C. Klueppelberg and T. Mikosch he is a co-author
of the influential book "Modelling of Extremal Events for Insurance and
Finance", Springer, 1997. Dr. Embrechts consults for a number of leading
financial institutions and insurance companies, and is a member of the Board
of Directors of companies in insurance and finance.
Return to Zurich workshop home
page.