The department of financial mathematics at Fraunhofer ITWM offers you competent consulting in different areas of financial mathematics. Our application-oriented research features modern solutions to problems, that arise during design, analysis and numerical realization of mathematical models in the financial sphere. Based on the newest achievements of financial mathematics and statistics we holistically develop, model and implement products for the financial industry. In Projects we are amongst others characterized by the fact that we flexibly realize our clients wishes.

We feature:

• consulting for banking houses, insurance companies and financial service providers
• development and realization of newest financisl market models
• implementation and software development
• training und workshops for industry and research

Our core competences are:

• Option-Pricing
• Credit risk and statistics
• Portfolio-Optimization
• Actuarial Mathematics
• Interest-Rate Models

In addition, we have further core activities, in which we work across several areas or focus on specific aspects. In particular:

• Alternative Investments
• Statistical Analysis and Prediction
• Asset-Liability Management
• Risk Management
• Software Development

In these core areas we operate researching, consulting and implementing. We develop specific software solutions for our clients in order to answer the corresponding questions efficiently and user-optimised. Furthermore we perform detailed analysis and comparisons of relevant models for you and develop approaches to achieve exact and effective solutions.