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Bridging academia and practice in quantitative finance
Over the last two decades Berlin has developed into a leading center of expertise in quantitative finance. Berlin researchers have made significant contributions in many key areas of quantitative finance and greatly benefit from regular interaction with practitioners.
The Quantitative Finance Laboratory provides an interdisciplinary forum for facilitating interactions between academia and practice with the aim of enhancing knowledge transfer and identifying new directions of research in quantitative finance.
04/07/2012 -
New Matheon projects approved
02/01/2012 -
Young Researcher Workshop on Mathematical Finance
05/21/2012 - 2:00pm -
Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates
Michel van der Wel (Erasmus University Rotterdam)
05/21/2012 - 4:00pm -
Viscosity Solutions of Fully Nonlinear Path-Dependent PDEs
Jianfeng Zhang (USC, Los Angeles)
10/21/2011 -
Scientific Employee at HU
10/10/2011 -
Consultant Financial Industry
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About Us
Learn more about the Quantitative Finance Laboratory, its vision and the participating faculty.
Coming Up
4th Humboldt Distinguished Lecture Series in Applied Mathematics.
4th Berlin Workshop on Mathematical Finance for Young Researchers
Teaching
Learn more about the courses on mathematical and quantitative finance offered in Berlin.
