Chair of Mathematical Finance
Prof. Dr. David Prömel
Credit: Nikoletta Babynets
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.
