Peter Christoffersen (1967-2018)

It is with utmost sadness that we must announce the passing of Professor Peter Christoffersen. Peter lost his long battle with cancer on June 22, 2018. Peter was a leading scholar in financial economics and financial risk management.

He received his BA in Economics from the University of Copenhagen in June 1990, and his PhD in Economics from the University of Pennsylvania in 1996.  He was a professor of Finance at the Rotman School of Management, University of Toronto, where he held the TMX Chair in Capital Markets. Peter and his wife Susan visited the Department of Finance in the academic year 2007-08. Since then, they have both been visiting professors and external members of FRIC, and we have had the pleasure of their visits during the summer every year. Peter’s main areas of research were option pricing and volatility modeling, and he published widely in the top finance and econometrics journals. He was also the author of the book Elements of Financial Risk Management. He served as an associate editor for several journals, including the Review of Financial Studies, Review of Finance, and Journal of Business and Economic Statistics.

Peter leaves a lasting memory in our department. His smile and optimism were highly contagious, his enthusiasm in his endeavors was inspiring, and his interest in and support of our group something we will always remember. He will be sorely missed.

Our thoughts are with Peter’s wife, Susan, and their sons Phillip and Nicholas.