This page provides basic information about the courses offered by this chair along with a list of core courses and recommended electives for students that aim to major in financial mathematics.

Core courses in mathematical finance offered at Humboldt-Universität:  

  • Discrete Time Financial Mathematics - Finanzmathematik 1
  • Continuous Time Financial Mathematics - Finanzmathematik 2
  • Probability Theory - Stochastik I
  • Stochastic Processes - Stochastik II
  • Stochastic Analysis
  • Topics in Stochastic Analysis (e.g. Malliavin Calculus)
  • Student Seminar Finanzmathematik

In addition to the corse courses we recommend to take classes in statistics (Statistik II,  Statistik stochastischer Prozesse), numerical methods for partial differential equations (Numerik partieller Differentialgleichungen I,II) and economics (Microeconomic Theory, Financial Econometrics).

Graduate Students should also attend our regular reserach seminar Stochastische Analysis and Stochastik der Finanzmarkte which we organize in collaboration with Technical University. 

We offer regular courses in mathematical finance on the undergraduate and graduate level and courses and seminars in mathematical economics. This term we offer an introductory student seminar on game theory; next term we shall offer a course in continuous time finance and equilibrium theory. Here is a link to the current Math Finance course. 


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.