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Applied Financial Mathematics & Applied Stochastic Analysis
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Professors

Ulrich Horst
Dörte Kreher

Instructors

Jana Bielagk
Sebastian Schlenkrich

Postdoctoral Students

Bogdan Klishchuk
Huafu Liao
Huilin Zhang
Paul Hager
Wei Xu

PhD Students

Cassandra Milbradt
Evgueni Kivman
Gevorg Adamyan
Konstantins Starovoitovs
Milo Grillo
Robert Denkert
Rouyi Zhang
Takashi Sato

Master & Bachelor Students

Alexander Prasse
Miriam Rupprecht
Tabea Winter

Teaching Assistants

Antigoni Todoulou
Sven-Lasse Krieg

Administrative Assistants

Andrea Fiebig
Sabine Bergmann
Alumni

News

2022-07-22
New publication
2022-07-04
New discussion paper available
2022-06-02
Paul Hager awarded MATH+ Dissertation prize
More News

Upcoming Events

Mathematical Finance Seminar

Date:
2022-12-08
Time:
16:15
Yan Dolinsky (Hebrew University of Jerusalem)
Utility indifference pricing with high risk aversion and small linear price impact
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Mathematical Finance Seminar

Date:
2022-12-08
Time:
17:15
Matteo Burzoni (Milano)
A Tikhonov Theorem for McKean Vlasov SDEs and an application to mean-field control problems.
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Mathematical Finance Seminar

Date:
2023-01-12
Time:
17:15
Emma Hubert (Princeton)
tba
Read more
More upcoming events

Humboldt-Universität zu Berlin - Department of Mathematics - Applied Financial Mathematics - Unter den Linden 6 - 10099 Berlin - Germany

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