We thank d-fine, the European consultancy specializing in the financial sector, for sponsoring a PhD fellowship in quantitative finance.
The Humboldt Innovation GmbH facilitates sustainable collaboration between science and business, realising contract research projects and implementing scientific services in a competent, flexible and unbureaucratic manner.
QFL members are principal investigators of the research project Securitization and Equilibrium Risk Transfer funded through the Collaborative Research Center 649 Economic Risk.
The DFG Research Center Matheon develops mathematics for key technologies and supportspartners in industry, economy and science. QFL researchers head projects on Securitization: assessment of external risk factors, Statistical and numerical methods in modelling of financial derivatives and valuation of risk, Large deviation-, heat kernel- and PDE methods in the study of volatility of financial markets, and Optimal order placement in illiquid markets.
We thank Zurcher Kantonalbank for sponsoring a long-term internship on Internalization of order flows.