Projects

• Reduced Order Models with Applications in Finance
• Monte Carlo based Calibration of Stochastic Volatility Models
• Calibration of Hestons Stochastic Volatility Model
• Asset Liability Management
• Algebraic Riccati Equations
• Index Forecasting with Neural Networks
  
• Mathematical Optimization Methods for the Remediation of Groundwater Contaminations
• Optimization of the industrial sterilization of food
• Process optimization for industrial autoclaves

Webmaster

FB 4 - Department of Mathematics University of Trier

WAP-Homepage: http://www.mathematik.uni-trier.de/wap/