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 and stochastic analysis, in particular, in

martingale optimal transport,
model-free financial mathematics,
pathwise stochastic calculus,
rough path and regularity structures,
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 individual information on the members of the chair please check their profiles. Also if you are interested in writing a Bachelor's or Master's thesis supervised by a member of the team please contact them directly.

Research

Please check the research page for an overview of the research interests in the group.

Teaching

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