Mathematics for the Financial Economy

As the department of Financial Mathematics at the Fraunhofer ITWM we can rely on a portfolio of successful projects with banks, insurance companies and other financial service providers.

Since 2001 the department of Financial Mathematics forms an independent department at the Fraunhofer ITWM. We offer extensive consultancies from market modelling over providing computational cores and simulation-tools to a complete software solution.

On the one hand we offer classical topics from financial mathematics such as valuation of options, derivatives and portfolios. On the other hand, to support our clients, we provide consultancies and software solutions on various fields such as risk management, market modeling and pension plans.

Example Projects


Asset Liability Management


ALMSim-Pathgenerator: Simulation of market Scenarios and Contracts


Risk Management


Valuation of Derivatives and Portfolio Optimization