Prof. Christoph Reisinger

Christoph Reisinger is Associate Professor for Mathematical Finance in the Mathematical Institute at the University of Oxford, a Faculty Member of the Oxford-Ni Financial Big Data Lab, and an Associate Member of the Man-Institute for Quantitative Finance. He teaches a variety of courses in computational finance and serves on the editorial board of Applied Mathematical Finance and the Journal of Computational Finance. He was until recently the Director of the professional MSc in Mathematical Finance.

Current data-focused research includes the modeling and simulation of high-dimensional time-series in equity and credit markets, control problems with applications in optimal investment, and the calibration of financial derivative instruments to market data, especially in FX and fixed income markets. He also has a strong interest in the numerical analysis of related partial differential equations and stochastic (partial) differential equations.