The Centre for Practical Quantitative Finance
Numerous partnerships with banks and investment companies ensure that the research at the CPQF is always focused on the requirements of financial practice. Thus the cooperation partners receive high-quality solutions tailored to their problems. Additionally, valuable ideas from the projects flow back into the university curricula. The interchange thus brings numerous advantages for research, practice and last but not least our students.
The diversity of research at the CPQF is based upon the broad spectrum of research interests of the individuals who work at the centre. All professors contribute various experiences from international financial practice and, in addition to their research activities, are involved in numerous industry projects. Again and again, new connections and perspectives are obtained from these contacts which enrich the research activities at the CPQF.
In this manner, the close connections with practical business experiences continuously generate a fresh flow of ideas, ensuring that instruction is always up-to date with the current state of financial industry practice.
Research areas include:
- Risk Analytics and Arbitrage Theory (Prof. Dr. Heinz Cremers)
- Capital Markets and Risk Management (Prof. Dr. Thomas Heidorn)
- Credit Risk Modelling (Prof. Dr. Natalie Packham)
- Credit and Interest Rate Modelling (Prof. Dr. Wolfgang Schmidt)
- Financial Decision Making and Corporate Finance (Prof. Dr. Ursula Walther)
- Financial Engineering and Asset Management (Prof. Dr. Uwe Wystup)
The Centre's research is published in journal articles, books and in the Centre's working paper series.
Further information can be found in the Quant Centre's Annual Report.
The Quant Centre organises regular events and talks. Please take a look at the News & Events page.
