Handelsraum der Boerse Muenchen
© MEV
Handelsraum der Boerse Muenchen

Research Focus Financial 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.

Suitable Topics of Our Doctoral Students and Post-Docs#

Application of multi-asset risk measures

It researches Christian Laudagé.

Durability: Stochastic and ML-based modeling

It researches Simon Schnürch.

Prediction of the yield curve

It researches Franziska Diez.