Christoph Reisinger is a member of the Mathematical and Computational Finance Group at the Mathematical Institute of the University of Oxford, where he teaches a range of Masters courses in mathematical and computational finance and undergraduate courses in applied mathematics.
His research covers various aspects of the development, analysis and implementation of numerical algorithms for partial differential equations and stochastic (partial) differential equations as applied to financial engineering. Recent work includes Hamilton-Jacobi-Bellman PDEs, Bayesian approaches to model calibration and the multilevel simulation of large systems of SDEs, the last item relating to a long-running interest in the efficient approximation of high-dimensional problems.
He also serves as Co-Editor-in-Chief of Applied Mathematical Finance and is on the Editorial Board of the International Journal of Computer Mathematics.
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