Computational Science and Engineering | Mathematical and Algorithmic Foundations | Computational PDEs, Computational Statistics, Optimization, Systems Theory and Control, Computer Algebra, Computational Geometry, Time-dependent Problems in CSE, Computational Finance, Asymptotic and Hybrid Methods | 30 |
Computational Science and Engineering | Modeling and Simulation | Particle Physics, Process Simulation, Multiscale Modelling, Mixed Signal Simulation, Computational Economics, Computational Health Care, Biomedical Engineering, Actuarial Modelling | 30 |
Additional Fields of Research | Mathematical Methods in Economics | Mathematical Economics, Financial Mathematics, Actuarial Mathematics, Dependence Modelling, Optimization in Risk and Ruin Theory, Credit Risk Models, Interest Rate Modelling, Transaction Costs, Risk Measures and Risk Capital Allocation, Levy Processes, Large Deviations, Extreme Value Theory, Asymptotic Methods, Econometrics, Time Series Analysis, Dynamic Macroeconomics, Population Economics, Agent Based Computational Modeling, Operations Research, Optimization, Control Systems, Dynamic Games | 40 |