Academic
Research
The
Institute for Quantitative Finance supports research at academic
institutions and conducts its own research. The areas include:
Modeling, forecasting and management of
financial
risk (e. g., market,
credit, liquidity and
operational
risks)
Modeling and forecasting the term
structure of
interest
rates
Dynamic asset
allocation
Derivate pricing
Financial econometrics
Time series analysis
Computational
Statistics
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