Rotman School of Management

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Peter Christoffersen

Peter Christoffersen

    Peter Christoffersen

    Professor of Finance 
    PhD Coordinator, Finance

    Degrees: PhD in Economics, University of Pennsylvania
    BA in Economics, University of Copenhagen
    Email: Send an email to Peter Christoffersen
    Phone: 416-946-5511

    Bio

    Peter Christoffersen is a Finance Professor and author of Elements of Financial Risk Management. Published in leading finance and econometrics journals, Associate Editor of the Journal of Applied Econometrics, the Journal of Financial Econometrics, and the Journal of Risk, Peter has won research awards from Q-Group, KPMG, the Montreal Exchange, and STOXX. Lecturing at Bank of America, Bank of Canada, European Central Bank, Board of Governors of the Federal Reserve, and the International Monetary Fund (IMF), Peter also taught at McGill University and worked as an Economist at the IMF.

    Academic Positions

    2010-  Professor of Finance; Rotman School, University of Toronto
    2009-2011 (Aug)  Visiting Professor; Copenhagen Business School
    2004-2010  Associate Professor of Finance; McGill University
    1998-2004  Assistant Professor of Finance; McGill University

    Non-Academic Positions

    1996-1998  Economist; International Monetary Fund

    Selected Publications - Papers

    Academic / Professional Service

    2004-  Associate Editor; Journal of Applied Econometrics
    2006-  Associate Editor; Journal of Risk
    2007-  Associate Editor; Journal of Financial Econometrics

    Honors and Awards

    2010  Doctoral Advisor Award; McGill University, Desautels
    2009  Graduate Teaching Award; McGill University, Desautels
    2006  Best Paper on Derivatives, EFMA; STOXX
    2003  Best Paper on Derivatives, NFA; Montreal Exchange

    Research and Teaching Interests

    Derivatives, Risk Management, Forecasting  

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    http://christoffersen.com/cen/