Events

27.07.-31.07.2009

SPA Berlin - 33rd Conference on Stochastic Processes and their Applications
The major annual meeting for researchers working in the field of Stochastic Processes and their Applications. The conference covers a wide range of active research areas, in particular featuring 20 invited plenary lectures presented by leading specialists. In addition, there will be a large variety of special sessions, consisting of three talks each, contributed sessions and talks, and posters.

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20.03.-21.03.2009

C.A.S.E. (Center of Applied Statistics and Econometrics) - QPL Distinguished Lecture Series 2009:
Lecture Series by Torben Andersen (Northwestern University) and Tim Bollerslev (Duke University) on "Recent Developments in Measuring and Modeling Financial Market Volatility"

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08.01.-09.01.2009

Humboldt Distinguished Lecture Series in Applied Mathematics
The lectures by R. Terry Rockafellar discuss recent developments in optimization, convex analysis and their applications to mathematical finance.

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16.10.-17.10.2008

Hermann Otto Hirschfeld Lecture 2008, Jumps and Volatility in High Frequency Financial Data, Berlin, Heilig-Geist-Kapelle, Spandauer Straße 1

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06.10. - 07.10.2008

Workshop on Mathematical Finance for Young Researchers
Berlin, Keynote Speakers: Jan Kallsen (Christian-Albrechts-Universität zu Kiel), Ioannis Karatzas (Columbia University), Roel C.A. Oomen (Deutsche Bank AG London), Halil Mete Soner (Sabanaci University)

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30.06. - 11.07.2008

Summer School 2008, Perceiving, Measuring And Managing Risk: Illiquidity, Long-Term Risk, Natural Resources
UBC (Vancouver) Canada, Prof. Ulrich Horst and Prof. Peter Imkeller

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18.04.2008

Review: A small investor model of the limit order book, talk by Jörg Osterrieder Berlin, QPL - Quantitative Products Laboratory, Alexanderstraße 5

19.11.2007

Review: Le pli cacheté: Wolfgang Döblin et les prémices de l'analyse stochastique
Berlin, Berlin-Brandenburgische Akademie der Wissenschaften, Leibnitz-Saal, Markgrafenstraße 38

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27.10.-29.10.2007

Review: Humboldt - Princeton Conference: Semiparametrics Meets Mathematical Finance
Lecture: "Adverse Selection and Risk Transfer in Principal Agent Games",
Prof. Ulrich Horst
Lecture: "A Large Investor Trading at Market Indifferent Prices",
Prof. Peter Bank

 

Contact

Quantitative Products
Laboratory (QPL)

Address:
Alexanderstrasse 5
10178 Berlin

Postal address:
c/o MBE, Postfach 302
Rosa-Luxemburg-Strasse 15
10178 Berlin

Telephone:
Tel.: +49-30-3407 5502