Deutsch Intern
  • Interior of the library of mathematics
  • Mathematical formulas on a blackboard
  • Close up notes
Financial Mathematics

Mathematical Finance Expertise & Consulting


Selection of topics:

  • Interest rate risk
  • Foreign Exchange Risk Management
  • Precious metals
  • Risk measures (V@R, Expected Shortfall)
  • Cashflow-at-Risk
  • Risk capital allocation
  • Systemic risk (systemic interdependence, cross-ownership)

Past collaboration with Approximity GmbH

Prof. Dr. Fischer was a consultant and collaboration partner for Approximity GmbH, a software- and consulting firm, which developed tools for financial risk management.

Approximity (in collaboration with ccfb) developed a Foreign Exchange Risk Management System for a large German automotive group. Approximity also developed and implemented a precious metal strategy for an American  investment fund.