Lehrkraft für besondere Aufgaben

Praktikumsbeauftragte (Institut für Mathematik)

für Studierende im Bachelormonostudium Mathematik

Link to current teaching

Lectures (at HU Berlin):

  • WiSe 2018/19: Lineare Algebra und Analytische Geometrie I
  • SoSe 2018: Mathematik II (Che & BPh), Stochastische Finanzmathematik II
  • WiSe 2017/18: Mathematik I (Che & BPh)
  • WiSe 2016/17: Mathematik I (Che & BPh)

Tutorials (at HU Berlin):

  • WiSe 2018/19: Lineare Algebra und Analytische Geometrie I & Stochastik I (P. Graewe)
  • SoSe 2018: Mathematik II (Che & BPh), Stochastische Finanzmathematik II
  • WiSe 2017/18: Mathematik I (Che & BPh), Finanzmathematik I (J. Schoenmakers), Analysis I* (Prof. U. Horst)
  • WiSe 2016/17: Stochastik (Prof. N. Perkowski) & Mathematik I (Che & BPh)
  • SoSe 2016: Berufsbezogenes Fachseminar Stochastik (BA)
  • WiSe 2015/16: Stochastik (BA) (Prof. U. Horst)
  • SoSe 2015: Stochastik I (C. Bayer)
  • WiSe 2014/15: Stochastik (BA) (E. Warmuth)
  • SoSe 2014: Analysis II* (Prof. P. Imkeller)
  • WiSe 2013/14: Analysis I* (Prof. P. Imkeller)
  • SoSe 2013: Stochastik (Prof. U. Horst)
  • WiSe 2012/13: Analysis I* (Prof. K. Mohnke)
  • SoSe 2012: Analysis II (Prof. J. Sprekels)
  • WiSe 2011/12: Stochastik I (B. Gerlach)

Short CV:

  • 2011: Diploma in Mathematics from Humboldt-Universität zu Berlin
  • 2011 - 2017: PhD student at Humboldt-Universität zu Berlin
  • since August 2017: Lehrkraft für besondere Aufgaben (Bereich Stochastik)

Major Research Interests:

  • optimal trading in multiple markets
  • principal agent problems
  • BSDEs and risk measures
  • pathwise stochastic calculus
  • Malliavin calculus

Publications:

Selected Presentations:

  • 03/2016: 12th German Probability and Statistics Days, Bochum - contributed talk in Section "Stochastic Analysis"
  • 03/2015: Workshop on Stochastic Analysis, Controlled Dynamical Systems and Applications, Jena - poster
  • 12/2014: IMA Conference on Game Theory and its Applications, Oxford - contributed talk

Organization of Workshops:

  • 10/2012: Workshop on Mathematical Finance for Young Researchers, Berlin (local organizer)
Contact
Humboldt-Universität zu Berlin
Department of Mathematics
Unter den Linden 6
D-10099 Berlin
Office:
Rudower Chausee 25
Room: 1.212
D-12489 Berlin

Phone:
+49 30 2093 5846

email address:
bielagk [at] mathematik.hu-berlin.de