Cutting-edge Research and First-class Training.

The Quantitative Products Laboratory covers a broad range of research topics, from the most practical problems of Deutsche Bank’s Global Markets Structuring Group to theoretical questions of Probability, Statistics and Economics arising in contemporary financial market models. These are investigated by the following research groups:

• Financial Econometrics (Nikolaus Hautsch)
• Financial Optimization (Peter Bank)
• Market Microstructure (Ulrich Horst)
• Machine Learning in Finance (Klaus-Robert Müller)
• Stochastic Analysis (Peter Imkeller)