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PhD Student

Guanxing Fu

I am a Phd student in Humboldt-Universität zu Berlin and funded by Berlin Mathematical School, since October 2014. Before that, I obtained my bachelor and master degrees from Dalian University of Technology and Nankai University in July 2011 and July 2014, respectively.

Major Research Interests: 
  • BS(P)DE, especially of mean field type
  • mathematical economics and finance: optimal portfolio liquidation, principal agent problem, etc.
  • mean field games
  • stochastic control theory: McKean-Vlasov control, singular control, etc.
Publications: 
  • Guanxing Fu, Ulrich Horst and Jinniao Qiu, Maximum Principle for Quasi-Linear Reflected BSPDE, JMAA, 456(1), 307-336, 2017
  • Guanxing Fu and Ulrich Horst, Mean Field Games with Singular Controls, to appear in SICON, 2017
Organized Workshops & Conferences: 
Local Organizer of the 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, April 19–22, 2017
 
Selected Presentations: 
  • Berlin-Princeton-Singapore Workshop on Quantitative Finance, Princeton University, USA, July, 2016
  • 7th European Congress of Mathematics (7ECM), TU Berlin, Germany, July, 2016
  • 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, Humboldt Graduate School, Germany, April, 2017

Haus 1, 228

Institute of Mathematics

Humboldt-Universität zu Berlin

Rudower Chaussee 25, 12489, Adlershof, Berlin

Phone: 
+49-30-2093-1712
e-Mail Adress: 
fuguanxing725(*at*)gmail.com; fuguanxi(*at*)math.hu-berlin.de

Xiaonyu Xia

Short CV: 
  • Oct 2016 - present: PhD student at Humboldt-Universität zu Berlin
  • Oct 2016 - present: d-fine PhD Fellowship "Optimization in Financial Markets"   
  • July 2016: Master of Science in Mathematics, Fudan University, China
  • July 2013: Bachelor of Science in Mathematics, Xiamen University, China            
Major Research Interests: 
  • mean field games
  • BSDE,FBSDE

Office:

Rudower Chausee 25
Room: 1.212
D-12489 Berlin

Phone: 
+49 15751209656
e-Mail Adress: 
xiaxiaon@math.hu-berlin.de

Oliver Janke

Short CV: 
  • 10/2013 - present: PhD Fellowship, Foundation of German Business (sdw)
  • 02/2013 - present: Reviewer for Zentralblatt MATH
  • 04/2012 - present: PhD Student, Humboldt-Universität zu Berlin
  • 03/2012: Diploma in Business Mathematics, Universität Leipzig
  • 06/2009: Bachelor of Science in Mathematics, Leibniz Universität Hannover
  • 06/2005: Abitur (general qualification for university entrance), Gymnasium Langenhagen

Teaching:
.....................................................................................................................................................................................

  • SS 2016: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2015/16: Analysis III, Tutorial, Humboldt-Universität zu Berlin
  • WS 2015/16: Stochastics (BA), Tutorial, Humboldt-Universität zu Berlin
  • SS 2015: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2014/15: Mathematical Finance I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2013/14: Stochastics (BA), Tutorial, Humboldt-Universität zu Berlin
  • SS 2013: Stochastics I, Tutorial, Humboldt-Universität zu Berlin
  • WS 2012/13: Linear Algebra I, Tutorials, Humboldt-Universität zu Berlin
  • SS 2012: Linear Algebra II*, Tutorial, Humboldt-Universität zu Berlin
  • WS 2007/08 - SS 2009: Mathematics for Economists, Tutorials, Leibniz Universität Hannover

 

Major Research Interests: 
  • Financial Mathematics
  • Dynamic Portfolio Optimization
  • Backward Stochastic Differential Equations
  • Convex Risk Measures
Publications: 
Organized Workshops & Conferences: 
Selected Presentations: 
  • 12th GPSD 2016 Bochum, March 01-04: Contributed talk to section "Finance, Insurance, Risk: Modeling"
  • 10. Doktorandentreffen Stochastik 2014 Halle, August 06-08: Contributed talk to section "Stochastic Optimal Control"

Humboldt-Universität zu Berlin
Department of Mathematics
Unter den Linden 6
D-10099 Berlin

Office:
Johann von Neumann-Haus
House 1, Room 1.232

Rudower Chausee 25
D-12489 Berlin

Consultation:
on appointment

Phone: 
+ 49 30 2093 1713
e-Mail Adress: 
janke [at] math.hu-berlin.de
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