qfl-berlin.de
Financial Modelling with Affine Processes | Quantitative Finance Laboratory
http://www.qfl-berlin.de/financial-modelling-affine-processes
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Risik...
co-at-work.zib.de
Berlin 2009 Block Course "Combinatorial Optimization at Work"
http://co-at-work.zib.de/berlin2009
Combinatorial Optimization at Work. Sep 21 - Oct 9, 2009 at ZIB, Berlin, Germany. CO at Work Home Page. Combinatorial Optimization at Work II took place at ZIB. From September 21 to October 9, 2009 with 105 participants from 23 countries. The block course was organized by TU Berlin. In cooperation with Matheon. Berlin Mathematical School,. Mon Sep 21, 2009. Linear and integer programming: an introduction. Basics of polyhedral theory, flows and networks. The Travelling Salesman Problem and its applications.
qfl-berlin.de
Dark Markets and Hidden Liquidity | Quantitative Finance Laboratory
http://www.qfl-berlin.de/dark-markets-and-hidden-liquidity
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Analy...
co-at-work.zib.de
Beijing 2006 block course Combinatorial Optimization at Work
http://co-at-work.zib.de/beijing
Beijing 2006 block course Combinatorial Optimization at Work. From September 25 to October 6 more than 40 students from all over China attended the course as part of the Workshop Optimization Methods and Applications. At the Morningside Center of Mathematics. Chinese Academy of Sciences. The final program of the course was similar to the program 2005 at Berlin. Find find here solutions to some of the exercises. Linear and Integer Programming: an Introduction. Basics of Polyhedral Theory.
qfl-berlin.de
Economic Risk Seminar | Quantitative Finance Laboratory
http://www.qfl-berlin.de/tags/economic-risk-seminar
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Secto...
qfl-berlin.de
Stochastic Analysis and Stochastic Finance Seminar | Quantitative Finance Laboratory
http://www.qfl-berlin.de/tags/stochastic-analysis-and-stochastic-finance-seminar
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Seit ...
qfl-berlin.de
Hedging in Illiquid Markets | Quantitative Finance Laboratory
http://www.qfl-berlin.de/hedging-illiquid-markets
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Open ...
qfl-berlin.de
Optimal Order Placement | Quantitative Finance Laboratory
http://www.qfl-berlin.de/optimal-order-placement
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. Optim...
qfl-berlin.de
Expertise | Quantitative Finance Laboratory
http://www.qfl-berlin.de/expertise
Skip to main content. Cross Hedging of Financial Risk. Dark Markets and Hidden Liquidity. Econometric Tools for Financial High-Frequency Data. Financial Modelling with Affine Processes. Hedging in Illiquid Markets. Implied and Stochastic Volatiity. Interest Rate Modeling and Pricing of Structured Callable Products. LOBSTER - The New Order Book Reconstructor. Vast-Dimensional Asset Return Covariances. Humboldt Distinguished Lecture Series. Berlin Lecture in Finance. Ireland: From Crisis to Recovery. There...