Prof. Dr. Christoph Knochenhauer


Financial Mathematics

Academic Career and Research Areas

Prof. Knochenhauer's field of research is the area of Stochastic Control with applications in Mathematical Finance with a particular focus on optimal investment problems for institutional and private investors. Further fields of research are Machine Learning methods in Finance and foundational research and numerical aspects of Partial Differential Equations using probabilistic representations.

Prof. Knochenhauer obtained his Ph.D. in Mathematics in 2015 at the Technical University of Kaiserslautern and at Dublin City University. A postdoc phase at University of Trier was followed in 2019 by a Junior Professor position for Stochastics and Quantitative Mathematical Finance at the Technical University of Berlin. 2023 Prof. Knochenhauer was appointed to the professorship for Mathematical Finance at TUM.


  • Joseph A. Schumpeter Prize of the German Central Bank and the University of Trier (2017)
  • Gauss Young Talent Award of the German Society for Insurance and Financial Mathematics (2015)