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: PhD position available

The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 8 PhD positions (75% TVL E 13)for 3 years starting April 1st, 2020. 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, most notably in a 6-months exchange. Successful candidates will have an 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 January 20, 2020. The official job ad can be found here: https://tub.stellenticket.de/de/offers/74386/ 

Applied Financial Mathematics