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: Course information online 

Members of our teach are teaching the following courses this term: Analysis I*, Interest Rate Modeling, Stochastic Control Theory, Stochastic Finance I and Stochastic Partial Differential Equations. Basic course information are now available online. To facilitate teaching and to improve your learning experience we very strongly recommend to purchase a webcam and a graphic tablet. An array of graphic tablets is available for less than 100 EUR.     

Applied Financial Mathematics