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Jörg Wenzel

Fraunhofer Institute


Jörg Wenzel is currently head of the department “Financial Mathematics” at Fraunhofer Institute for Industrial Mathematics (ITWM). He got his PhD in Mathematics in 1993 from Friedrich-Schiller-University in Jena and after several academic positions came to ITWM in 2004. His research interests include interest rate models, pricing and valuation, (multi criteria) portfolio optimization, time series, and more. During his time at ITWM has been responsible for several industry projects and has been the lead developer for a number of the department’s software tools.

Research Interests

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