Peter Christoffersen |
BA: University of Copenhagen; MA: University of
Pennsylvania; PhD: University of Pennsylvania
Peter F. Christoffersen is Associate Professor of
Finance at McGill University where he teaches option valuation and financial
risk management in the MBA, PhD and executive programs. He is also a
research fellow at CIRANO and CIREQ. His main research interests are in
volatility modeling for option valuation as well as in developing
backtesting procedures for risk management systems.
He has published his research in a number of leading
finance and econometrics journals and he is currently an associate editor of
the Journal of Applied Econometrics and the Journal of Risk. His research
has been funded by grants from SSHRC, FQRSC, VRQ and IFM2 and he has won
research awards from the Q-Group, KPMG, the Montreal Exchange and STOXX.
He has given invited lectures at the Bank of Canada,
IFM2, CIDE, the European Central Bank, the International Monetary Fund, and
Bank of America among others. Before joining McGill University he worked as
an economist at the International Monetary Fund in Washington, DC, where he
did research on emerging financial markets. |
