PRISMA LAB
Updated 49 days ago
Getreidemarkt 5, A-1060 Wien
The research carried out at the Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab) combines academic, methodological research with a strong input from and interaction with its founding industry partner Bank Austria for the mutual benefit of both. The laboratory concentrates on integrated financial risk management, taking dependence structures, in particular portfolio effects, into account. It aims to develop and apply advanced mathematical tools in finance and risk management, originating from diverse areas like mathematical statistics, dependence modelling, stochastic analysis, functional analysis, theory of stochastic processes, risk theory, numerical analysis and simulation...
Financial and Actuarial Mathematics (FAM) at TU Wien
VAT numbers: ATU 37675002