Rüdiger Frey

Univ.Prof. Dr. Rüdiger Frey is a Full Professor for Mathematics and Finance at WU Vienna University of Economics and Business, leading the Institute for Statistics and Mathematics. His academic career includes roles at the University of Leipzig and the University of Zurich. He specializes in quantitative risk management, financial mathematics, and stochastic processes.

• Roles: Head of Institute for Statistics and Mathematics, Vienna Graduate School of Finance (VGSF) member
• Education: PhD in Financial Economics (University of Bonn, 1996), Diploma in Mathematics (University of Bonn, 1992)

Research focuses on financial risk modeling, credit risk, systemic risk, and quantitative methods. Recent work includes applications of deep learning to financial PDEs and systemic risk analysis. He has authored over 60 peer-reviewed publications and edited volumes, including the influential textbook Quantitative Risk Management. His grants include the WWTF Project and collaborations in stochastic filtering and climate risk modeling.

Key awards include the WU Best Paper Award (2021) and recognition for his PhD work. He advises doctoral students and actively participates in international conferences, such as the Vienna Congress on Mathematical Finance.