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Bridging academia and practice in quantitative finance | Quantitative Finance Laboratory

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. The Q...

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Bridging academia and practice in quantitative finance | Quantitative Finance Laboratory | qfl-berlin.de Reviews

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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. The Q...

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Bridging academia and practice in quantitative finance | Quantitative Finance Laboratory | qfl-berlin.de Reviews

https://qfl-berlin.de

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. The Q...

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horst.qfl-berlin.de

Applied Financial Mathematics | Applied Financial Mathematics

Over the last decade the research area of mathematical finance has become a vibrant field of academic research and an indispensable tool for the financial and insurance industry. Click here to learn more about our teaching activities and core courses for students majoring in mathematical finance. Find out about the many possibilities of carrying out research in probability and mathematical finance in Berlin. Computer, klüger als der Mensch? Das vergessene Werkzeug der Ökonomie. DFG Research Center MATHEON.

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qfl-berlin.de

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Publications | Quantitative Finance Laboratory

http://www.qfl-berlin.de/publications

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. To ap...

2

Implied and Stochastic Volatility | Quantitative Finance Laboratory

http://www.qfl-berlin.de/implied-and-stochastic-volatility

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. Surpr...

3

Conference | Quantitative Finance Laboratory

http://www.qfl-berlin.de/tags/conference

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. To Sa...

4

Quantitative Finance Laboratory

http://www.qfl-berlin.de/people

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. Asymp...

5

Cooperations | Quantitative Finance Laboratory

http://www.qfl-berlin.de/cooperations

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. Secur...

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Lecture Series | Applied Financial Mathematics

http://horst.qfl-berlin.de/lecture-series

Humboldt Distinguished Lecture Series in Applied Mathematics. Rudower Chaussee 25, Room 1.013. Freddy Delbaen (ETH Zürich). These lectures will cover the theory of monetary utility functions (or risk measures). The one period case together with duality arguments will give us the representation theorem. Humboldt Distinguished Lecture Series in Applied Mathematics. Rudower Chaussee 26, Room 0.307, 4 pm - 6.30 pm. Paul Glasserman (Columbia Business School). RUD 25, Room 1.115. Stanford University) on Dark M...

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Andrakar - Video, Sound und Web --- CMS Drupal - Quantitative Finance Laboratory

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CMS Drupal - Quantitative Finance Laboratory. Di, 10/14/2014 - 16:01 anni. Erstellung der Seite (Sitebuilding, CSS) mit Drupal zusammen mit meyermisginmedia. CMS Drupal - herzseite.de. CMS Drupal - haticon. CMS Drupal - Winnie Böwe. CMS Drupal - Feuerwehr. CMS Drupal - E-Learning Office. CMS Drupal - save our nature. CMS Drupal - Uni St. Gallen. Training Drupal - it innovations. Präsentation / Werbe CD Hovercraft. CMS Drupal - mymetal. CMS Drupal - autoregional.de. CMS Drupal - Gastronomie und Hotellerie.

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Ulrich Horst | Applied Financial Mathematics

http://horst.qfl-berlin.de/ulrich-horst

Ulrich Horst was Deutsche Bank Professor of Applied Mathematical Finance at Humboldt-Universität and the Scientific Director of the Deutsche Bank sponsored Quantitative Products Laboratory. From 07/2012 - 05/2014 he served on the board of the DFG Research Center. Mathematics for Key Technologies. 05/1997: Diploma in Mathematical Economics from Bielefeld University. 11/2000: PhD in Mathematics from Humboldt-University Berlin. 09/2002 - 12/2004: Research associate; DFG-Research Center MATHEON. 11/2006 - 12...

horst.qfl-berlin.de

Postdoctoral Student | Applied Financial Mathematics

http://horst.qfl-berlin.de/postdocs

Computer, klüger als der Mensch? Das vergessene Werkzeug der Ökonomie. Research Projects funded under HU's strategic partnership programs with Princeton University and NUS! Continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link. If you are curious to learn more about working in the exciting field of quantitative finance consultancy. CRC 649 Economic Risk. DFG Research Center MATHEON.

horst.qfl-berlin.de

User account | Applied Financial Mathematics

http://horst.qfl-berlin.de/user

Enter your Applied Financial Mathematics username. Enter the password that accompanies your username. Computer, klüger als der Mensch? Das vergessene Werkzeug der Ökonomie. Research Projects funded under HU's strategic partnership programs with Princeton University and NUS! Continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link. CRC 649 Economic Risk. DFG Research Center MATHEON.

horst.qfl-berlin.de

Alumni | Applied Financial Mathematics

http://horst.qfl-berlin.de/alumni

Dr Julio Daniel Backhoff Veraguas. Computer, klüger als der Mensch? Das vergessene Werkzeug der Ökonomie. Research Projects funded under HU's strategic partnership programs with Princeton University and NUS! Continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link. If you are curious to learn more about working in the exciting field of quantitative finance consultancy. CRC 649 Economic Risk.

horst.qfl-berlin.de

Stochastics and Mathematical Finance in Berlin | Applied Financial Mathematics

http://horst.qfl-berlin.de/stochastics-and-mathematical-finance-berlin

Stochastics and Mathematical Finance in Berlin. Stochastics and Mathematical Finance in Berlin. With three major universities and several research centers including MATHEON and WIAS, Berlin is a leading center for pure and applied mathematics. Stochastics and Mathematical Finance at Humboldt-Universität. Becherer, Dirk (Stochastic Analysis and Mathematical Finance). Horst, Ulrich (Applied Mathematical Finance). Imkeller, Peter (Stochastic Analysis). Küchler, Uwe (Statistics of Stochastic Processes).

horst.qfl-berlin.de

Events | Applied Financial Mathematics

http://horst.qfl-berlin.de/newsandevents

The chair is involved in the organization of several conferences, summer schools and workshops. Below you will find a list of upcoming and past workshops. Crossroads: Workshop on Stochastic Analysis and Related Fields. Humboldt Graduate School, Luisenstrasse 56, 10115 Berlin. The conference is organized on the occasion of Peter Imkeller’s 65th birthday and our goal is to discuss recent developments in theory and applications of stochastic analysis, dynamics and control. Anna Aksamit (University of Oxford).

horst.qfl-berlin.de

Sitemap | Applied Financial Mathematics

http://horst.qfl-berlin.de/menutree/menu-hauptmen--

This is an Overview of the Menu Tree of this Website:. Computer, klüger als der Mensch? Das vergessene Werkzeug der Ökonomie. Research Projects funded under HU's strategic partnership programs with Princeton University and NUS! Continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link. If you are curious to learn more about working in the exciting field of quantitative finance consultancy. CRC 649 Economic Risk.

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Bridging academia and practice in quantitative finance | Quantitative Finance Laboratory

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. The Q...

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