Click here to learn more about our teaching activities and core courses for students majoring in mathematical finance.

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About us


Our team comprises more than 10 students at all levels. Find out more about their research activities!

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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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New - New - New - New

The Berlin-Oxford International Research Training Group “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13) for 3 years starting April 1st, 2023, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of  the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and  will offer ample opportunities to interact also with members of the Oxford team. Successful candidates will have a MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is December 9, 2022. Complete applications can be send by email to Ulrich Horst. 


Applied Financial Mathematics