The Quantitative Finance Research Group's vision is to be an internationally recognized research group in the field of quantitative finance.

To reach this aim, we are in the process of collecting, understanding and implementing important algorithms in the field of option pricing and risk quantification. This also leads to the development of new algorithms. We hope that our code library also encourages future master and Phd. theses.

The Quantitative Finance Research Group core members are:

Refik Güllü
Wolfgang Hörmann
Phd. Candidate Halis Sak