The Finciraptor website …
Methods that are used in Financial Mathematics stem from ideas and techniques from different fields in the mathematical science such as Probability Theory, Statistics, Scientific Computing or Calculus.
The finciraptor website aims to highlight our expertise in applying the different mathematical disciplines in the financial setting. Furthermore, we advocate new techniques being now available due to the overwhelming computer power that make statistical science work on challenging problems. This is often referred to as Machine Learning. This subject includes methods like classification, regression, but also the application of Neural Networks. We successfully completed academic as well as practical projects on many challenging problems among them:- Pricing of derivatives contracts applying (local) stochastic volatility models
- Machine Learning and Statistical Methods
- PDE and Monte Carlo techniques
- xVA and exposure calculation using Regression and Machine Learning methods
- Economic Scenario Generation (ESG) using high dimensional hybrid models
- Seminars on Interest Rate Derivatives, Numerical Techniques and Financial Mathematics
- Research papers
- Supervising and examining PhD, Masters and Bachelor Thesis projects
