Dr. Gunter Meissner

Technische Universität München

Forschungsgruppe für Finanz- und Versicherungsmathematik

Postadresse

Parkring 11-13
85748 Garching b. München

Short CV

After a lectureship in mathematics and statistics at the Economic Academy Kiel, Gunter Meissner PhD joined Deutsche Bank in 1990, trading interest rate futures, swaps, and options in Frankfurt and New York. He became Head of Product Development in 1994, responsible for originating algorithms for new derivatives products, which at the time were Index Amortizing Swaps, Yield curve swaps, Lookback Options, Quanto Options and Bermuda Swaptions.  In 1995/1996 Gunter was Head of Options at Deutsche Bank Tokyo. From 1997 to 2007 he was Professor of Finance at Hawaii Pacific University and from 2008 to 2013 Director of the Financial Engineering Program at the University of Hawaii. Currently, Gunter is President of Derivatives Software (www.dersoft.com), and Adjunct Professor of Mathematical Finance at Columbia University and NYU.

Gunter Meissner has published numerous papers on derivatives and is a frequent speaker at conferences and seminars. He is author of 7 books, including his 2020 book “Economic and Financial Forecasting – 10 Methods”. He can be reached at gunter@dersoft.com.