Financial Engineering

Office: 280 Rhodes Hall

Phone: 607.254.4875

Johannes Wissel joined ORIE in August 2008 as a Visiting Assistant Professor. He received his M.Sc. in Mathematics from LMU Munich and his Ph.D. in Mathematics in 2008 from ETH Zurich, where he worked in the area of mathematical finance under the supervision of Martin Schweizer. His interests lie in stochastic analysis and financial engineering, and his recent research has focused on arbitrage-free models for liquid option markets and term structure models.