David Prömel

Prof. Dr. David Prömel serves as a Professor and holds the Chair of Mathematical Finance at the Institute of Mathematics, which is part of the School of Business Informatics and Mathematics at the University of Mannheim. His leadership role encompasses research direction and academic oversight within this specialized unit.

Research under his chair focuses on advanced mathematical finance and stochastic analysis, particularly martingale optimal transport for constrained probabilistic optimization, model-free financial mathematics avoiding market assumptions, pathwise stochastic calculus for irregular trajectories, and applications of rough path theory and regularity structures to stochastic partial differential equations. This work bridges theoretical probability with practical financial modeling challenges.

The Chair of Mathematical Finance maintains strong interdisciplinary ties, notably with the Institute of Insurance Science, and collaborates extensively within the Institute of Mathematics alongside research groups led by Prof. Li Chen, Prof. Leif Döring, Prof. Andreas Neuenkirch, Prof. Martin Slowik, and Prof. Simon Weißmann. Students pursuing Bachelor's or Master's theses in mathematical finance or stochastic analysis are directly supervised by chair members, reflecting active mentorship within Mannheim's vibrant probability theory ecosystem.