Our Projects


Joint Finance Seminars

We are delighted to announce one of our latest projects- the Joint Finance Seminars. The JFS are a collaborative effort between the <span...

CoronaFuturum – Covid-19

At the beginning of the Covid-19 Pandemic Crisis, we at FiRMM have been asking "What can we expect tomorrow's infection numbers to be?". Because the spread of viruses tendentially follow an...

Simulating Correlated Financial Market Data

Transfer project

The project’s aim, with the cooperation of Uniper and ML2R, is to develop a method for the simulation of correlated financial market data, which is to be...

3D German government bond yield curve

Interactive App

In recent months, Germany’s bond yields have been on a decline. And as of 21 August 2019, for the first time, the government auctioned a 30-Year Bond at 0%...

Credit Risk Modeling using Excel and VBA

Gunter Löffler and Peter N. Posch

This book provides practitioners and students with a hands-on introduction to modern credit risk modeling. The authors begin each chapter...