Research Group in Mathematical Finance
Prof. Dr. David Prömel
Welcome to the research group in mathematical finance at the Institute of Mathematics, University of Mannheim.
Currently, we focus on questions arising in mathematical finance and stochastic analysis, in particular, in
- martingale optimal transport,
- model-free financial mathematics,
- pathwise stochastic calculus (for financial applications),
- rough path and regularity structures,
- stochastic (partial) differential equations.
For more details about our research please visit the section „Research“ or the individual profil pages of each researcher.
We are part of the Institute of Mathematics in Mannheim where many groups are working on mathematical finance, probability theory and related fields such as Prof. Andreas Neuenkirch, Prof. Leif Döring, Prof. Claudia Schillings, and Prof. Martin Schlather. Jointly with colleagues from Mannheim and the University of Heidelberg we run the research training group „Statistical Modeling of Complex Systems and Processes“ funded by the German Research Foundation (DFG).
The group is generously supported by the Baden-Württemberg Stiftung.
