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Chair of Applied Mathematics / Numerical Analysis
Bergische Universität Wuppertal
Faculty of Mathematics and Natural Sciences
Gaußstraße 20
D-42119 Wuppertal

Phone: +49 202 439 5296
Fax: +49 (0) 202 439 5201
E-Mail: sek-amna{at}


No news available.


AMNA Computational Finance Toolbox

Software from the following theses:

  • Katja Reipen :
    A Neural Network Approach for forecoasting Price Load Curves in Electricity Markets

  • Germán I. Ramírez Espinoza:
    Espinoza Conservative and Finite Volume Methods for the Pricing Problem

  • Christian Adama Pente:
    Gas Storage Valuation and Optimization: A Real Options Application using a numerical PIDE method

  • Carina Geigle:
    Finanzierungsalternative Speichervertrag für Windenergie: EEG-Vergütung vs Einsatz von Pumpspeicherkraftwerken


  • Cheng Chen:
    Monte Carlo Methods for pricing Swing Options


Contact Christof Kaufmann (AMNA Toolbox) for details.

MATLAB Software from Book M. Günther & A. Jüngel Finanzderivate mit MATLAB - Mathematische Modellierung und numerische Simulation

Coming soon!

The CoMSON demonstrator platform

(currently under construction).
The only available software is


  • OCS (Octave Circuit Simulator)
  • FIDES (Field Device Simulator)

Contact Christof Kaufmann (Toolbox) or Sebastian Schöps (FIDES) for details.