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-Universit√§t. 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.   


Click here to learn more about our teaching activities and core courses for students majoring in mathematical finance.

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Find out about the many possibilities of carrying out research in probability and mathematical finance in Berlin.

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Our team comprises more than 10 students at all levels. Find out more their reserach activities! 

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Visit the website of the Quantitative Finance Laboratory, Berlin's new showcase for research in quantitative finance. The Quantitative Finance Laboratory provides an interdisciplinary forum for facilitating interactions between academia and practice with the aim of enhancing knowledge transfer and identifying new directions of research in quantitative finance.


  • Ulrich Horst now Editor-in-Chief of MAFE
  • Projects Renewable Energy and Mathematical Economics for the Environment and Mathematics of Risk Management funded in the framework of HU's strategic partnership programs with Princeton University, repectively, NUS.

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 Graewe.