Prof. Dr. Peter Schwendner
Prof. Dr. Peter Schwendner
ZHAW
School of Management and Law
Institute of Wealth & Asset Management
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position
Focus
- Spatial Finance
- Biodiversity Value-at-Risk (BioVaR)
- AI in Finance
- Quantitative Investment Strategies
- European Bond Markets
Teaching
Experience
- Senior Lecturer
Zurich University of Applied Sciences
2013 - today - Partner, COO
Fortinbras Asset Management
2009 - 2013 - Managing Director, Head of Quant Research
Sal. Oppenheim jr. & Cie.
1998 - 2009 - PhD Student
Max-Planck-Institute Göttingen
1995 - 1998
Education and Continuing education
Education
Dr. rer. nat. / Physics
Georg-August-University of Göttingen
1995 - 1998
Continuing Education
- Instructor Certification and University Ambassador
NVIDIA Deep Learning Institute
2024 - Nanodegrees in Deep Learning, Computer Vision, Autonomous Flight Engineer
Udacity
2024 - Advanced Course on Earth Observation for the Raw Materials Sector
EIT Raw Materials
2024 - CAS Foreign Affairs & Applied Diplomacy
ZHAW
2019 - Commodity-Advisor
ebs/BAI
2012 - Financial Risk Manager
GARP
2003 - Chartered Financial Analyst
CFA Institute
2002
Network
Membership of networks
- ORCID ID: 0000-0001-9366-3564
- Cost Action 19130 - Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry (FinAI) / Working Group 3 Lead
- Cost Action 22138 - Recovery of Mining District Network (REMINDNET) / Working Group 2 Lead
- Cost Action 22136 - Pan-European Network of Green Deal Agriculture and Forestry Earth Observation Science (PANGEOS)
- Cost Action 23102 - Linking euroscepticism and populism: causes and consequences (EUPopLink)
- Researchgate
- CLAIRE AI Research Network
- CFA Society Switzerland
- Swiss Society for Financial Market Research
- Swiss Sustainable Finance
- EU Horizon 2020 FIN-TECH
Social media
Projects
- Digitising Environmental Impacts using Geospatial Analytics / Team member / Project ongoing
- Data-based Screening and Monitoring Methods for Tracking Environmental and Social Dynamic around Gold Mines / Deputy project leader / Project ongoing
- Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Project leader / Project ongoing
- Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Project co-leader / Project ongoing
- European Conference Series on Artificial Intelligence in Industry and Finance / Team member / Project ongoing
- BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Project co-leader / Project completed
- Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / Project completed
- Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Team member / Project completed
- Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Team member / Project completed
- COST Action – Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Project leader / Project completed
- Evidence-based Sustainable Finance / Project leader / Project completed
- Funding Analytics Tools / Project leader / Project completed
- New Generation of ESG Indices / Project co-leader / Project completed
- Feeder Structure for the Swiss Social Exchange / Team member / Project completed
- Digitalisation non-bankable assets (specifically: art) / Team member / Project completed
- Systematic and Automated Investment Process for Selection of Investment Funds / Team member / Project completed
- Big Data Analytics Research / Project leader / Project completed
- Investment Process for Niche and Alternative Products / Project co-leader / Project completed
- SNIS - Effective Carbon Market Regulation / Team member / Project completed
- Currency hedging for SMEs and pension funds / Team member / Project completed
- 3rd European COST Conference on Mathematics for Industry in Switzerland / Team member / Project completed
- 2nd European COST Conference on Mathematics for Industry in Switzerland / Team member / Project completed
- Predicting investor behaviour in European bond markets through machine learning / Project leader / Project completed
- European government bond dynamics and stability policies: taming contagion risks / Project leader / Project completed
- Estimation of Cyber Risks / Team member / Project completed
- Multi-Asset Investment Process using Bayes Ensembles of Trading Models / Project leader / Project completed
Publications before appointment at the ZHAW
- Engelmann, Bernd; Fengler, Matthias; Schwendner, Peter (2009). "Hedging under alternative stickiness assumptions: an empirical analysis for barrier options". Journal of Risk, 12
- Engelmann, Bernd; Fengler, Matthias; Nalholm, Morten; Schwendner, Peter (2006). "Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options". Review of Derivatives Research, 9, 3.
- Fengler, Matthias; Schwendner, Peter (2004). "Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations. Journal of Derivatives, 11, 4.
- Engelmann, Bernd; Schwendner, Peter (1998). "The Pricing of Multi Asset Options using a Fourier Grid Method". Journal of Computational Finance, 1, 4.
- Schwendner, Peter; Beck, Christian; Schinke, Reinhard (1998). “Ladder Climbing and Multiphoton Dissociation of Polyatomic Molecules Excited with Short Pulses: Basic Theory and Applications to HCO." Physical Review A, 58, 3.
- Schwendner, Peter; Seyl, Frank; Schinke, Reinhard (1997). "Photodissociation of Ar_2^+ in Strong Laser Fields". Chemical Physics, 217, 2.
- Fengler, Matthias; Pilz, Kay; Schwendner, Peter (2007). "Basket Volatility and Correlation": Nelken I. (ed.), "Volatility as an Asset Class". London: RISK Books.
- Andreas, Annette; Engelmann, Bernd; Schwendner, Peter; Wystup, Uwe (2002). "Fast Fourier Method for the Valuation of Options on Several Correlated Currencies": Hakala J. (Ed.), U. Wystup (Ed.): Foreign Exchange Risk. London: RISK Books.
- Schwendner, Peter; Engelmann, Bernd (2001). "Effizientes Pricing und Hedging von Multi-Asset Optionen": Eller, R. (Ed.), W. Gruber (Ed), C. Reif (Ed): Handbuch Gesamtbanksteuerung. Frankfurt: Schäffer-Poeschel.
- Schwendner, Peter; Martin, Stephan; Papies, Simon (2002). "Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich". Die Bank, 1
- Schwendner, Peter; Engelmann, Bernd (2001). "Electronic Tools for Retail Hedging". Equity Risk Special Report, RISK, 1
- Schwendner, Peter (2001). "Transparente Investmentstrategie durch konsistente Handelssysteme". Die Bank, 5
Other publications
- Hillebrand, Martin and Mravlak, Marko and Schwendner, Peter: "Investor demand in syndicated bond issuances: stylised facts" (April 2022). SUERF Policy Brief No 308
- Hillebrand, Martin and Schwendner, Peter (19.1.2021): "Showing how EU solidarity calmed markets over Brexit". ESM Blog
- Hillebrand, Martin and Schwendner, Peter (2020): "Contribution of Greek financial assistance programmes to reduce spillover risks." Technical Appendix (p.39-43) of: "Lessons from Financial Assistance to Greece." Report from the Independent Evaluator Joaquín Almunia, European Stability Mechanism (ESM).
- Schwendner, Peter: "Wie Eurobonds Sinn machen könnten (How Eurobonds Could Make Sense)" (May 19, 2019)