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.   


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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Postdoctoral Opportunity. We invite application for two postdoctoral fellowships in Applied Probability and Mathematical Economics. The starting date is flexible; the initial appointment will be for 2 years with the possibility of renewal for another year. We are particularly interested in candidates with demonstrated strong research potential who work in the intersection of probability or PDE theory and financial mathematics or mathematical economics. A PhD in Mathematics or Business Mathematics is required. Please send your application including cover letter, CV, list of publications and statement of research interests to Prof. Dr. Ulrich Horst, Humboldt University Berlin, Department of Mathematics,  Unter den Linden 6, 10099 Berlin. Applications by email to bergmann@math.hu-berlin.de are strongly encouraged. Candidates should also arrange for at least two letters of recommendation to be emailed directly to us. 


d-fine: job opportunities

d-fine continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link if you are curious to learn more about working in the exciting field of quantitative finance consultancy.