Postdoctoral Student

Patrick Beissner

Short CV: 
Major Research Interests: 
  • Asset Pricing
  • General Equilibrium Theory
  • Knightian Uncertainty in Continuous Time
  • Economics of Information
  • Nonlinear Expectations





Publications and Accepted Papers:

  • Equilibrium Prices and Trade under Ambiguous Volatility  Economic Theory (2017)  
  • Duality, the Theory of Value and Asset Pricing under Knightian Uncertainty (with Laurent Denis)

Revised and Resubmit:

    • On Hurwicz-Nash Equilibria of Non-Bayesian Games under Incomplete Information (with Ali M. Khan)

under Review:

  • A compact topology for σ-algebra convergence. (with Jonas M. Tölle)
  • The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time (with Emanuela Rosazza-Gianin)

Wei Xu

Now I am working with Prof. Horst to study Limit Order Books and other related problems. 


If you can jump out from the time-dimension then randomness will not exist and the whole world is determinstic. All substances are crystal and light is the critical state, the main challenge for us comes from dimension restrictions. Thank GOD! We are not omnipotent and future is mysterious, relative randomness exists actually! Probability is meaningful! If tomorrow's stock prices can be known, I would lose my job! Time is unbelievable!

Short CV: 
  • 09/2007---06/2011 B.S. Statistics and Actuarial Sciences, School of Mathematics, Jilin University, P.R.C.
  • 09/2011---06/2013 M.S. Probability and Statistics, School of Mathematical Sciences, Beijing Normal University, P.R.C. 
  • 08/2014---09/2015 Exchange graduate student, School of Operation Research and Information Engineering, Cornell University, U.S.A.
  • 09/2013---06/2016 Ph.D. Probability and Statistics, School of Mathematical Sciences, Beijing Normal University, P.R.C.
Major Research Interests: 
  • Interacting particle system and Limit order book modelling

  • Affine processes and Term-structure of interest rate

  • (General) Continuous-state Braching processes in determinstic/random envionment and Stochastic equations

  • Exponential functionals of Levy processes and their applicaitons

  • Statistical inference of stochastic processes with light/heavy-tails

  • Backward doubly stochastic differential equaitons with jumps and their applications

Selected Presentations: 
  •  11/02/2013 Parameter Estimation in Two-type CBI Processes, The Third Session of National Probability and Statistics Workshop for Young Scholars
  •  07/05/2014 Nonparametric Estimation in CBI Processes. Jilin University
  •  05/01/2016 Survival Probability of Continuous-state Branching Processes in Random Environment, Anhui Normal University
  •  06/23/2016 Continuous-state Branching Processes in Random Environment Stochastic Equations with Jumps, Humboldt University in Berlin
  •  02/02/2017 Exponential Functionals of Levy processes with Light/Heavy Tails, Concordia University
  • 04/20/2017 Limit Order Books Driven by in finite-dimensional Hawkes Processes, 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance 
  • 07/05/2017 A Scaling Limit for LOBs Driven by in nite-dimensional Hawkes Processes. Workshop on BSDEs and SPDEs, Edingburg
Humboldt-Universität zu Berlin
Department of Mathematics
Applied Financial Mathematics
Rudower Chaussee 25, Haus 1, Raum 234
12489 Berlin
+49 30 2093 1714
e-Mail Adress: 

Paulwin Graewe

Short CV: 
  • 04/2017 Dr. rer. nat. in Mathematics, Humboldt-Universität zu Berlin
  • since 01/2017 Postdoc position at Humboldt-Universität zu Berlin
  • since 10/2014 Member of the Department Board
  • 10/2012–03/2014 Lecturer at HTW Berlin
  • 04/2012–03/2015 d-fine PhD Fellow "Optimization in Financial Markets"
  • 10/2011–12/2016 Member of the CRC 649 Economic Risk
  • 07/2011 Diplom in Mathematics at FU Berlin
  • 09/2007 Vordiplom in Mathematics at Heidelberg University
Major Research Interests: 
  • stochastic control
  • backward equations with singular terminal condition
  • optimal order execution (liquidation)
Organized Workshops & Conferences: 
Selected Presentations: 
  • Berlin-Princeton-Singapore Workshop on Quantitative Finance, Singapore, June 29–July 1, 2015
  • 10. Doktorandentreffen Stochastik 2014, Halle (Saale), August 6–8
  • ASC-IMS 2014 Sydney, July 7–10: Invited Session on "Applications of stochastic control to high frequency financial markets"
  • BFS 8th World Congress 2014 Brussels, June 2–6: Contributed talk to section "Trading and trading strategies"
  • First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk, Berlin, May 21–24, 2014
  • ICMS Workshop on "New Trends in Computational Finance and Related Topics", Edinburgh, April 24–25, 2014
  • 11th GPSD 2014 Ulm, March 4–7: Contributed talk to section "Stochastic Optimization and Operations Research"
  • HIM Workshop "Stochastic Optimization – Models and Algorithms", Bonn, May 27–29, 2013

Johann von Neumann-Haus
House 1 – Room 232
Rudower Chaussee 25
D-12489 Berlin

e-Mail Adress: 

Jana Bielagk

Lehrkraft für besondere Aufgaben


Praktikumsbeauftragte (Institut für Mathematik)

für Studierende im Bachelormonostudium Mathematik


Link to current teaching

Lectures (at HU Berlin):

  • WiSe 2017/18: Mathematik I (Che & BPh)
  • WiSe 2016/17: Mathematik I (Che & BPh)

Tutorials (at HU Berlin):

  • WiSe 2017/18: Mathematik I (Che & BPh), Finanzmathematik I (J. Schoenmakers), Analysis I* (Prof. U. Horst)
  • WiSe 2016/17: Stochastik (Prof. N. Perkowski) & Mathematik I (Che & BPh)
  • SoSe 2016: Berufsbezogenes Fachseminar Stochastik (BA)
  • WiSe 2015/16: Stochastik (BA) (Prof. U. Horst)
  • SoSe 2015: Stochastik I (C. Bayer)
  • WiSe 2014/15: Stochastik (BA) (E. Warmuth)
  • SoSe 2014: Analysis II* (Prof. P. Imkeller)
  • WiSe 2013/14: Analysis I* (Prof. P. Imkeller)
  • SoSe 2013: Stochastik (Prof. U. Horst)
  • WiSe 2012/13: Analysis I* (Prof. K. Mohnke)
  • SoSe 2012: Analysis II (Prof. J. Sprekels)
  • WiSe 2011/12: Stochastik I (B. Gerlach)
Short CV: 
  • July 2011: Diploma in Mathematics from Humboldt-Universität zu Berlin
  • July 2011 - present: PhD student at Humboldt-Universität zu Berlin
  • since August 2017: Lehrkraft für besondere Aufgaben (Bereich Stochastik)
Major Research Interests: 
  • optimal trading in multiple markets
  • principal agent problems
  • BSDEs and risk measures
  • pathwise stochastic calculus
  • Malliavin calculus
Organized Workshops & Conferences: 

10/2012: Workshop on Mathematical Finance for Young Researchers, Berlin


Selected Presentations: 
  • 03/2016: 12th German Probability and Statistics Days, Bochum - contributed talk in Section "Stochastic Analysis"
  • 03/2015: Workshop on Stochastic Analysis, Controlled Dynamical Systems and Applications, Jena - poster
  • 12/2014: IMA Conference on Game Theory and its Applications, Oxford - contributed talk

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


Rudower Chausee 25
Room: 1.212
D-12489 Berlin

+49 30 2093 5846
e-Mail Adress: 
bielagk [at] mathematik.hu-berlin.de
Syndicate content


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.