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Manfred Gilli is Emeritus Professor at the University of Geneva. Professor Gilli has published extensively and has contributed many chapters to books on computational finance. He is a regular speaker at leading finance conferences worldwide.

Expertise

Professor Gilli studies the role of computationally intensive tools that offer financial solutions—ranging from asset allocation to risk management to options pricing to model calibration—and emphasizes simulation and optimization in a heuristic environment. Banking and financial sector practitioners benefit from the practical-in-scope and theoretically rigorous software he continues to develop, test, update, and share.

Expertise Fields

  • Financial Markets
    • Financial Forecasting
  • Portfolio Management and Asset Classes
    • Asset Pricing
    • Fixed Income
    • Foreign Exchange
    • Options and Other Derivatives
    • Portfolio Management

Current Publications:

N°17-55: Risk–Reward Optimisation for Long-Run Investors (Revisited), M. Gilli and E. Schumann, 2017.

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