Tenured associate professors | Quantitative Finance
Alex Weissensteiner
+39 0471 013496
BZ E2.06 Faculty of Economics and ManagementUniversitätsplatz 1 - piazza Università, 1
39100
Bozen-Bolzano
Short bio
Alex Weissensteiner finished his Ph.D. in 2003 and received his "Habilitation” from the Leopold-Franzens University Innsbruck (Austria) in 2010. From 2010-2013 he was employed as Senior Researcher at the Free University of Bozen. In the years 2013-2014 he was Professor for Financial Engineering at the Technical University of Denmark. Actually, he is working as Associate Professor of Quantitative Finance at the Free University of Bozen, School of Economics and Management. He is teaching courses in Mathematical Finance, Financial Risk Management, Derivatives and Financial Markets. He is Vice-Dean for Teaching, program Director of "Economics and Management" and Coordinator of the Quality Committee.
Courses
Financial Markets and Institutions for PPE
27060 · SECS-P/11 · Economics and Social Sciences PPE (L-33) · DE
Financial Mathematics
25425 · SECS-S/06 · Master Accounting and Finance (LM-77) · DE
Financial Risk Managament
27034 · SECS-P/11 · Economics and Management (L-18) · DE
Main Research Areas
- life-cycle asset allocation
- parameter uncertainty
- financial engineering
- scenario generation
- asset pricing
- financial risk management
- market microstructure
- information economics