PHD in Financial Mathematics

Mathematics meets economics. Our research topics are broadly diversified, but they have one thing in common: they have their finger on the pulse of the times and are applied to applied financial mathematics.

Current Research Topics

Our doctoral students and post-docs research current topics in financial mathematics and data science.

At the Fraunhofer ITWM they find the ideal conditions for this: They are involved in real research projects right from the start, but still have enough time for their dissertation. By combining their doctoral thesis with concrete industrial issues, they gain academic expertise and at the same time practical experience.

In our department we cover the entire spectrum of topics in financial mathematics and data science and are also state-of-the-art in terms of methodology.


Current topics of our doctoral students and post-docs

Prediction of the yield curve

It researches Franziska Diez.

Stochastic optimization problems in trading with renewable energies

It researches Ria Grindel.

Application of multi-asset risk measures

It researches Christian Laudagé.

Price modelling

of agricultural commodities under consideration of external factors

It researches Prilly Oktoviany.

Durability: Stochastic and ML-based modeling

It researches Simon Schnürch.

Detection of abnormalities by means of autoencoders

It researches Robert Sicks.