Research

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.

Publications

• List of all publications (ordered by year | type)
• The publications of our researchers can be found at People.
• Publications of all members of the working group on microfinance can be found here.