Financial and Insurance Mathematics

The research focus of financial mathematics is in the following areas:

  • Capital Market and Actuarial Mathematics 
  • Financial Mathematical Optimization
  • Quantum Computing
We manage and coordinate the research activities for the business units and are the contact for public and industrial research and development (R&D) projects, as well as theses and doctoral theses.

Example Projects

 

Structured Note Pricer: Valuation of Structured Financial Products

In the financial world, structured interest rate products become more and more exotic. Additionally, the number of data to be processed is growing.

 

Sustainable Finance

One of the main global issues is sustainability. In the financial sector, too, a separate sector has been formed under the name Sustainable Finance, which is becoming increasingly important.

 

Retirement provision and Life Insurance

In cooperation with the Produktinformationsstelle Altersvorsorge gGmbH we have a holistic view of retirement provision.

Suitable Topics of Our Doctoral Students and Post-Docs

Prediction of the yield curve

It researches Franziska Diez.