Research
The Professorship of Financial Economics works both in research and teaching on stochastic modeling and statistical analyses of financial markets, focusing on problems in mathematical finance and behavioral finance.
We focus on derivatives as instruments to control for enterprise risks and as a product for retail customers, for example as part of insurance policies. Especially, we are engaged in the pricing of derivative financial products. Furthermore, we deal with theoretical and empirical problems in finance, in particular the modeling and the analysis of bounded rational participants of financial markets.