About us

The Quantitative Finance Laboratory (QFL) is a joint initiative of faculty members from the mathematics departments of Humboldt-Universität and Technsche Universität Berlin. Founded in October 2011, the QFL promotes interdisciplinary research in finance, especially from a mathematical and quantitative perspective, and provides a platform for interactions between academia and industry.

Berlin has a long tradition for carrying out research in finance across disciplinary borders. For almost two decades now, economists and mathematicians interact in Collaborative Research Centers (SFB 373, SFB 649) on research topics ranging from mathematical and econometric models of risk analysis to theoretical questions of stochastic calculus arising in modern models of financial markets, and from pricing and hedging of weather and climate-related risk factors to models of economic decision making under asymmetric information. Since 2002 the DFG research center MATHEON integrates application-oriented projects of more than 60 research groups in the field of applied mathematics and supports numerous partners in science and industry. 

Many of our research topics in quantitative finance such as efficient order routing between dark and lit venues, hedging in illiquid markets and estimation of large-dimensional covariance matrices have been initiated in collaboration with, and greatly benefitted from, interactions with experts from the financial industry. The QFL further facilitates interactions between academia and practice with the goal of identifying new directions of research and enhancing knowledge transfer.

To learn more about our research activities, publications, upcoming events, we invite you to delve into these pages.