Financial Mathematics Group - Faculty of Mathematics at RPTU

Financial Mathematics Group

The Financial Mathematics Group

Welcome to the website of the Financial Mathematics Group in the Department of Mathematics at RPTU Kaiserslautern-Landau.
We work on a number of problems from the area of financial mathematics, for instance in portfolio optimization, option pricing and stochastic control.

Address

Financial Mathematics Group
Gottlieb-Daimler-Straße
Gebäude 48 , 6th floor
67663 Kaiserslautern

News

Oheim, Marek: Equilibrium Premiums and Risk Class Management in Insurance Markets

12. October 2023

Shaqiri, Fatlinda: Applications of Time Series Forecasting Models, Decompositin Methods, Non-parametric Regression Methods, and Artificial Neural Networks

07. September 2023

Grindel, Ria: Electricity markets under the influence of renewables: Modelling, prediction, and stochastic optimization

People

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Research

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Teaching

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Activities

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