Professor Dr. Rüdiger Frey

Address Wirtschaftsuniversität Wien
Welthandelsplatz 1
1020 Wien
Österreich

Projects

As Applicant
- Completed projects
  - Credit Risk under Incomplete Information and Nonlinear Filtering (Research Grants)
  - Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (Research Grants)
As Participating Researcher
- Completed projects
  - GRK 597: Analysis, Geometry and their Connection with the Natural Sciences (Research Training Groups)