Data Science & Econometrics
We deal with the application of statistical-mathematical methods, especially in areas such as portfolio theory, stochastic processes, valuation of derivatives and structured products in research and service projects and in teaching. In support, we work with various software packages such as Matlab, R, SPSS and Stata.
We do consulting and research in the following areas:
- Applied statistics and financial market econometrics (evaluations and analyses at banks, insurance companies and in industry)
- Applied financial mathematics, including the use of numerical methods in the field of derivatives valuation (partial differential equations, calibration of models)
- Asset/liability management (ALM) and risk management for insurance companies and pension funds
From the field of data science and econometrics the following project has been realized: