Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Participation: SFM I Trip to Frankfurt 2020




Participation: SFM I Trip to Frankfurt 2020





20.01.2020. Traditionally, the Statistics of Financial Market I exam takes place during a conclusive educational trip to Frankfurt. Besides the academic program, the students have the possibility to observe how quantitative research and trading departments work in large well-known financial institutions.


This year, two visits were planned: one in the European Central Bank (ECB) and the other in Deutsche Bank AG (DB).


In the ECB main building, the Statistics Department hosted the participants for two tailored lectures on the crypto-asset phenomenon, its risks and measurement issues. The visit was particularly fruitful as one of the speakers, Urszula Kochanska, will be part of the Blockchain Research Center Workshop 2020 organised by the IRTG 1792 in April.


In DB, Christian Schön welcomed the visitors in the Fixed Income trading floor, introducing them to the daily routine of the bank. During the afternoon, Dr. Marius Ascheberg showed the applicability of quantitative skillsets, while Nico Weinert gave an introduction to the Electronic FX trading. To complete the guided tour, Dr. Nicolas David illustrated the mathematical foundation of exotic interest rates derivatives.


We thank Prof. Dr. Wolfgang K. Härdle and the PhD candidate Junjie Hu for having offered this nice opportunity to the students and we are looking forward to the start of Statistics of Financial Market II.