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Stochastic Processes and Financial Mathematics

Stochastic Calculus, Statistics of Stochastic Processes, Theory of Risk Functionals

Risk modelling and stochastic optimization

Stochastic optimization models - Banking, Insurance, Pension Fund Management, Energy Markets

High Performance Computing

(Massively) Parallel Computing in Finance, Grid- and Web-based Decision Support Systems and Problem Solving Environments

Department of Statistics and Decision Support Systems (ISDS)
University of Vienna
Universitätsstraße 5/3
A-1010 Vienna
T: +43-1-4277-386 01
BWZ - Brünner Straße 72
A-1210 Vienna
T: +43-1-4277-386 5
University of Vienna | Universitätsring 1 | 1010 Vienna | T +43-1-4277-0