Research at the Deparment of Finance includes financial risk management and derivatives, esp.

  • risk models for corporations, risk measures,

  • empirical analysis of derivatives and other markets,

  • weather and energy derivatives, cat bonds,

  • credit derivatives, microfinance,

  • valuation, esp. computational aspects.


  • List of all publications.
  • The publications of our researchers can be found at People.
  • Publications of all members of the working group on microfinance can be found here.