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Chair of Quantitative Finance

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the Chair of Quantitative Finance!

Teaching and Theses

News

Student Association Award for the Best Master’s Seminar

Prof. Eva Lütkebohmert‑Holtz and Hongyi Shen won the Student Association Award for the Best Master’s Seminar with their seminar “Introduction to Credit Risk and Applications in Python.”

Congratulations!

The award ceremony will take place on December 19th, 2025 at 6 p.m. in the Peterhofkeller (Niemensstraße 10).

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AI*teaching 2026

The project “Use of Artificial Intelligence in Python Programming” by Prof. Dr. Eva Lütkebohmert‑Holtz and Marcus Rockel is being funded as part of the AI*teaching 2026 ideas competition.

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Dates for exams and post-exam reviews winter term 2025/26

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Latest Publications

Robust Bernoulli mixture models for credit portfolio risk, Mathematical Finance, forthcoming (J. Ansari, E. Lütkebohmert).

Measuring Name Concentrations through Deep Learning, International Review of Financial Analysis 107: 104598, 2025 (E. Lütkebohmert, J. Sester).

Name Concentration Risk in Multilateral Development Banks’ Portfolios: Measurement and Capital Adequacy Implications, Global Finance Journal 67: 101154, 2025 (E. Lütkebohmert, J. Sester and H. Shen).

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