Chair of Mathematical Finance

Credit: Nikoletta Babynets

Prof. Dr. David Prömel

Welcome to the Chair of Mathematical Finance at the Institute of Mathematics, University of Mannheim.

Our research focus is on questions arising in mathematical finance, stochastic analysis and related fields, in particular, currently in

financial mathematics under model uncertainty,
mathematical foundation of machine learning,
pathwise stochastic calculus,
rough analysis,
stochastic (partial) differential equations.

For more details about our research, please visit the section “Research”.

We are affiliated to the Institute of Insurance Science and part of the Institute of Mathematics in Mannheim, where many groups are working on mathematical finance, probability theory and related fields such as Prof. Li Chen, Prof. Leif Döring, Prof. Andreas Neuenkirch, Prof. Martin Slowik and Prof. Simon Weißmann.

Team

For more information on the members of the research group, please check out their individual profiles.

Research

Please check out the research page for more information on the research, publications and recent preprints of the group.

Teaching

The group offers courses in the area of mathmatical finance, stochastic analysis and related fields. Please check out the course websites for information on current and future lectures.