Christopher M. Wells

Chatham Financial

Christopher is a member of Chatham Financial’s Quant team. Prior to joining Chatham, Christopher was Assistant Professor of Physics at Houghton College where he taught at all levels of the undergraduate physics curriculum and advised numerical cosmology research. Christopher received a BS in physics and mathematics from Houghton College and a PhD in physics from The Johns Hopkins University; his doctoral work was on field theoretic models of dark matter and inflationary cosmology, including ideas from warped extra dimensions and supersymmetry.

Articles by Christopher M. Wells

Original research

A vine copula–GARCH approach to corporate exposure management

This paper applies vine copulas with GARCH marginals to the problem of capturing asset dependence and tail dynamics for currency and commodity exposures commonly found in portfolios of global corporates.

05 Dec 2017

Original research

A vine copula–GARCH approach to corporate exposure management

22 Aug 2017

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