Logo der Universität Wien
Quantitative Methods in Finance

The research in this area focusses on mathematical models to describe and

analyse financial and related markets, such as stock markets, bond

markets, energy markets, insurance, pension funds

etc. Research topics include stochastic processes, derivative

pricing, asset-liability management, credit risk modelling, existence of

equivalent martingale measures and no arbitrage criteria, utility maximization.



Irene Klein

Georg Pflug


Institut für Statistik und Operations Research
University of Vienna

Oskar-Morgenstern-Platz 1
1090 Vienna, Austria

T: +43-1-4277-386 01
University of Vienna | Universitätsring 1 | 1010 Vienna | T +43-1-4277-0