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Stochastics and Mathematical Finance in Berlin

With three major universities and several research centers including MATHEON and WIAS, Berlin is a leading center for pure and applied mathematics.

  

With currently 11 chairs, the probability theory and statistics groups are an integral part of the Berlin mathematical community. They enjoy international visibility and offer a variety of classes for students at all levels. Below you find a list of the stochastics chairs with their respective research focus.

Stochastics and Mathematical Finance at Humboldt-Universität

  • Becherer, Dirk (Stochastic Analysis and Mathematical Finance)
  • Horst, Ulrich (Applied Mathematical Finance)
  • Imkeller, Peter (Stochastic Analysis)
  • Küchler, Uwe (Statistics of Stochastic Processes)
  • Spokoiny, Vladimir (Applied Statistics)

Stochastics and Mathematical Finance at Technische Universität

  • Bank, Peter (Mathematical Finance)
  • Blath, Jochen (Applied Stochastics)
  • Deuschel, Jean-Dominique (Stochastics)
  • Gärtner, Jürgen (Stochastic Analysis)
  • Scheutzow, Michael (Stochastics)

 

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.