The Journal of Computational Finance is led by Editor-in-Chief Christoph Reisinger, who is Professor of Applied Mathematics at the University of Oxford, a member of the Mathematical and Computational Finance and Data Science research groups at Oxford, the Oxford-Man Institute of Quantitative Finance, the Oxford-Nie Financial Big Data Lab, and a Fellow of St Catherine’s College.
Previously, he directed the professional MSc in Mathematical Finance at Oxford and was Editor-in-Chief for Applied Mathematical Finance, where he remains an Associate Editor. He has active research collaborations with financial institutions, including recently Bank of America Merrill Lynch, BNP Paribas, and the Chicago Mercantile Exchange.
His scientific contributions cover a broad spectrum of areas such as stochastic control and PDE methods for asset allocation, the calibration of local-stochastic and path-dependent volatility models for derivatives markets, and the simulation of interacting particle systems and filtering equations for credit risk computations.
