- Home
- Expertise
- Cross Hedging of Financial Risk
- Dark Markets and Hidden Liquidity
- Econometric Tools for Financial High-Frequency Data
- Financial Modelling with Affine Processes
- Hedging in Illiquid Markets
- Implied and Stochastic Volatiity
- Interest Rate Modeling and Pricing of Structured Callable Products
- LIBOR Models
- LOBSTER - The New Order Book Reconstructor
- Optimal Order Placement
- Vast-Dimensional Asset Return Covariances

- Publications
- Cooperations
- People
- Events
- Links
- Contact