Regular biography
Christoph Reisinger is a Research Fellow at the Mathematical Institute, University of Oxford, within the Department of MATH. His research interests include numerical analysis, interacting particle systems, McKean-Vlasov equations, deep neural networks, and reinforcement learning for stochastic control. He also explores nonlinear and high-dimensional PDEs, particularly Hamilton-Jacobi-Bellman equations, as well as quasi-variational inequalities and impulse control. Reisinger is involved in mathematical and computational modeling for financial derivative valuation, hedging, and risk management, including counterparty credit risk and model calibration. He is a Fellow in Mathematics at St Catherine's College, Oxford, and serves as Director of Graduate Studies in the department.
Scholar-generated biography
Christoph Reisinger is a Professor of Applied Mathematics at the University of Oxford, specializing in Applied Mathematics, Numerical Analysis, Mathematical Finance, and Scientific Computing. His research focuses on developing numerical methods for solving complex problems in mathematical finance, including high-dimensional option pricing, stochastic differential equations, and credit risk modeling. He has contributed significantly to the analysis of numerical schemes for partial differential equations and their applications in financial markets. His work also explores deep learning techniques for solving stochastic games and optimizing financial models. Reisinger's research emphasizes the interplay between mathematical theory and practical applications in finance and computational science.