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Prof. Dr. Erich Walter Farkas

Member

Walter Farkas is a Professor of Quantitative Finance at the Department of Banking and Finance at the University of Zurich and an associate faculty member of the Department of Mathematics of ETH Zurich.
Since 2013 he is a faculty member of the Swiss Finance institute (SFI) - a network of all Finance and Finance related professors from Universities from Switzerland.
Prof. Farkas is also the program director of the Master Science in Quantitative Finance, a degree jointly offered by the University of Zurich and ETH Zurich since 2003.
Since 2013 he is one of the two co-presidents of the Swiss Risk Association, https://www.swiss-risk.org/ a non-profit organization and an open forum for facilitating the dialog on risk management.
In 2014 Prof Farkas launched AAAccell, www.aaaccell.ch an official spin-off company of the University of Zurich, with the aim of identifying, converting and transfering top research AI / ML results from the University of Zurich into the financial market.

Keywords

Quantitative Risk Management, Financial modelling

Blockchain Interests

Blockchain analytics, Blockchain applications in Finance

Methods

Modelling, Numerical methods