Our Projects


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...