Over the last decade the research area of mathematical finance has become a vibrant field of academic research and an indispensable tool for the financial and insurance industry.

Financial Mathematics has long been a key research area at Humboldt-Universität. The department of mathematics offers an array of undergraduate and graduate courses on mathematical finance and related fields and a variety of research opportunities for students at all levels. Current research activities at this chair range from theoretical questions in probability theory, stochastic control and game theory arising in modern models of financial markets to quantitative methods for analyzing optimal trading strategies in dark markets. To learn more about our research and teaching activities we invite you to delve into the following pages.

Teaching

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

About us

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

Research

Find out about the many possibilities of carrying out research in probability and mathematical finance in Berlin.

PhD and Postdoctoral positions available

We invite applications for one PhD and on postdoctoral position. The starting date for both positions is October 1st. The initial appointment will be for 4 years (Phd position), respectively 3 years (postdoctoral position). Applicants should have a strong interest in probability theory and/or financial mathematics. Candidates with a research interest/focus in/on stochastic control, game theory (including mean-field games and dynamic contracting) or Hawkes processes are particularly encouraged to apply. Please send your application (Reference Number AN/160/19 for the postdoctoral, respectively AN/178/19 for the PhD position) including a motivation letter and CV and, for the postdoctoral position a research statement and publication list by July 26th, to the Humboldt-Universität zu Berlin, Department of Mathematics, Prof. Dr. Ulrich Horst, Unter den Linden 6, 10099 Berlin. Applicants for the PhD (postdoctoral) position should arrange for at least one (two) letters of recommendation to be sent directly to us. Applications by email are strongly encouraged.