Description
Abstract: Peter Christoffersen passed away on June 22, 2018 at an early age. He was one of the most prolific and gifted researchers in the area of derivatives, combining a very strong theoretical background with an appreciation for the practical details of real world markets. He will be sorely missed. This memorial article provides a few general comments about his work and offers reminiscences about Peter as a researcher, a teacher, and a mentor from three of his coauthors and former students.