Applied Financial Mathematics
Over the last decade the research area of mathematical finance has become a vibrant field of academic research and an indispensable tool for the financial and insurance industry.
Financial Mathematics has long been a key research area at Humboldt-Universität. The department of mathematics offers an array of undergraduate and graduate courses on mathematical finance and related fields and a variety of research opportunities for students at all levels.
Current research activities at this chair range from theoretical questions in probability theory and optimization arising in modern models of financial markets to quantitative methods for analyzing optimal trading strategies in dark markets. To learn more about our research and teaching activities we invite you to delve into the following pages.
Teaching
Click here to learn more about our teaching activities and core courses for students majoring in mathematical finance.
Research
Find out about the many possibilities of carrying out research in probability and mathematical finance in Berlin.
Team
Our team comprises more than 10 students at the graduate and post-graduate level. Find out more their reserach activities!
New: Visit the website of the Quantitative Finance Laboratory, Berlin's new showcase for research in quantitative finance.
News
- Coming up: 4th Humboldt Distinguished Lecture Series in Applied Mathematics by Paul Embrechts
- Oliver Janke joins the Chair as a research assistant effective April 1st. Welcome!
d-fine fellowship
d-fine, the consultancy specializing in the financial sector, sponsors a PhD fellowship "Optimization in Financial Markets". The fellowship has been awarded to Paulwin Gräwe.
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