Past Workshops
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04.05.2017 – 06.05.2017
Monte Carlo and Quantization Methods in Quantitative Finance
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24.02.2017 – 26.02.2017
High Performance Computing for Finance and Big Data using GPUs
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06.04.2016 – 07.04.2016
Challenges in Modern Interest Rate Modeling
Stochastic Volatility, Negative Rates & beyond more
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17.12.2015
Modern Java Tools and Software Frameworks in the Context of Applications from Mathematical Finance
quantLab Seminar more
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01.10.2015 – 02.10.2015
Modern Interest Rate Modeling and Beyond
Multiple Curves, LIBOR Market Model and Portfolio Valuation Adjustments (xVA) more
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02.04.2014 – 04.04.2014
Workshop on Stochastic Volatility and Multi-Curves
Theory, Modeling and Implementation. more
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30.09.2013 – 01.10.2013
Monte-Carlo Methods on GPGPU
with Applications to Mathematical Finance. more
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07.03.2013 – 15.03.2013
Introduction to Interest Rate Curves and the LIBOR Market Model
Theory, Modeling and Implementation. more