Fraunhofer ITWM Departments Transport Processes Flow and Material Simulation Image Processing System Analysis, Prognosis and Control Optimization Financial Mathematics Mathematical Methods for Dynamics and Durability Competence Center High Performance and Visualization

Modern financial mathematics is one of the most growing fields in applied mathematics. The mathematical tools, which build cornerstones of the theory of the stock market, were developed in the last decades. So the time until the application was very short although the theory contains some sophisticated results. Therefore one needs special skills in the fields of stochastic processes, stochastic integration, partial differential equations, parametric and non-parametric statistics. Simultaneously, the main results of financial mathematics are an essential medium for the participants in financial markets. By now, the department of financial mathematics concentrates on developing methods to assess risks of portfolios, to price derivative securities and to implement Basel II. News Workshop: Modern financial mathematics and its applications In cooperation with TU Munich and DEVnet GmbH & Co KG Main Subjects Projects Employees   Events Flyer Open Positions     © Fraunhofer ITWM 2009   This website is optimized for Mozilla Firefox Browser. Last Update: Thu-05 Nov 2009