Latest News

Here we will inform you about the latest research topics, upcoming events and other news of the department.

Student Assistants

We are always looking for scientific assistants as support in projects from the industry and research. Besides your interest on financial mathematical context, basic knowledge in a common programing language is requested.


Topics for Master Thesis

For our focus in financial mathematics for the energy industry, there are master thesis of the following topics available:

  • Evaluation of EEX Intraday Cap-Futures
  • Evaluation of EEX Location Spreads

Do you have an own idea for a thesis? Also, this is a welcomed alternative. In this case, please submit your proposed topic within an unsolicited application, so that we can assess whether the proposed topic suits in our core competences.

Departmental News

Expansion of the Department with four new Employees

Four new employees were hired to meet the growing demands of our projekt work. We could expand our expertise in the field of Data Science, especially Big Data and Machine Learning, by hiring M.Sc. Simon Schnürch and Dr. Robert Knobloch. Furthermore, our competences in the field of Power Energy were strengthened by M.Sc. Ria Grindel. An additional support in the field of classical Financial Mathematics is M.Sc. Philipp Mahler.

M.Sc. Franziska Diez and M.Sc. Prilly Oktoviany new PhD Students

After two successful years as scientific employees at our department Franziska Diez and Prilly Oktoviany start their time as PhD students.


TALENTA - Financial Aid for Research Careers

Two staff members, Ria Grindel and Dr. Elisabeth Leoff, were accepted into the Fraunhofer-Gesellschaft TALENTA program. Both appreciate this support at the start of the careers and to further their career planning in applied research.

Ria Grindel und Elisabeth Leoff werden durch Fraunhofer TALENTA gefördert.

Ria Grindel und Elisabeth Leoff werden durch Fraunhofer TALENTA gefördert.

New Projects in our Department

Our proposals for major research projects for 2018 in the priority areas of data science and the energy economy were successful. We plan to develop new methods for forecasting time series and to introduce our expertise in the field of machine learning in "ML4P" (Machine Learning for Production), a Fraunhofer showcase project. The BMBF sponsored "ENets" project (Stochastic modeling and control of the power grids of the future) combines innovative models for the energy market with the modeling of electrical and gas grids.

Current Events

09/10/2018 - 09/11/2018 / Leuven, Belgium

4th European Actuarial Journal Conference

The EAJ focuses on the theory and methods for applications in insurance and finance.

Conference / 06/20/2018 - 06/21/2018 / Rome

Commodity and Energy Markets Association Annual Meeting 2018

Conference / 06/18/2018 - 06/22/2018 / Budapest

The 20th European Conference on Mathematics for Industry

Budapest, Hungary

Annual Report 2017/18


Annual Report 2017/18

Take a look at our latest annual report. Find current highlights and projects of our department.