Prof. Dr. Christian Fries
Christian Fries is a Professor of Applied Mathematical Finance / Computational Finance and Head of Model Development at Group Risk Control at DZ BANK AG. He is a co-founder of the LMU quantLab.
Christian completed his studies in mathematics at the University of Trier and RWTH Aachen. Before joining LMU, he worked as a Lecturer at the University of Mainz and the University of Frankfurt.
His research focuses on hybrid interest rate models and numerical methods in mathematical finance. He has authored several papers and lecture notes, which can be accessed and downloaded from the following links: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=373028 and http://www.christian-fries.de/finmath.
Christian Fries is the author of the book "Mathematical Finance: Theory, Modeling, Implementation," published by Wiley in 2007.
In addition, he actively contributes to the field by maintaining finmath lib, an open-source library that provides algorithms and methodologies related to mathematical finance. More information about this library can be found at http://finmath.net/finmath-lib/. The source code for the library is available on GitHub at https://github.com/finmath/finmath-lib.
Christian Fries also shares his knowledge through lectures, which are available on the finmath YouTube channel https://www.youtube.com/channel/UC9RbRnYPhO9lpiY-6wWNHWg. These lectures cover various topics in mathematical finance