About Me

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 Lookback Options, Multi-asset Options, Quanto Options, Average Options, Index Amortizing Swaps, and Bermuda Swaptions. In 1995/1996 Gunter Meissner was Head of Options at Deutsche Bank Tokyo. From 1997 to 2007, Gunter was Professor of Finance at Hawaii Pacific University and from 2008 to 2013 Director of the Master in Financial Engineering Program at the University of Hawaii. Currently, he is President of Derivatives Software (www.dersoft.com), Adjunct Professor of Mathematical Finance at Columbia University and NYU, and Executive Research Director at Bhodi research group, www.Bodhiresearchgroup.com.  

Gunter Meissner has published numerous papers and seven books on financial derivatives, risk management, and statistics. His latest book "AI Applications in Finance - Opportunities and Limitations" is now available. Gunter can be reached at gunter.meissner@bodhiresearchgroup.com. His CV is at www.dersoft.com/cv.pdf.