Credit: Anna Logue
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” 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. Martin Schlather, Prof. Martin Slowik and Prof. Simon Weißmann.
The group is generously supported by the Baden-Württemberg Stiftung.
