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Free University of Bozen-Bolzano

Tenured associate professors | Quantitative Finance

Alex Weissensteiner

Alex.Weissensteiner@unibz.it

+39 0471 013496

BZ E2.06
Faculty of Economics and Management
Universitätsplatz 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

Publications

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