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  • Research | Applied Financial Mathematics
    Mathematical Finance Agent based models of financial markets Applications of stochastic backward differential equations and queuing theory in finance Market microstructure models Pricing and hedging of non financial risk factors e g weather and climate Pricing and hedgeing under market impact Mathematical Economics Dynamic asset pricing with heterogeneous agents Equilibrium pricing in incomplete markets Microeconomic models of non market interactions Stochastic games News Computer klüger als der Mensch Das vergessene

    Original URL path: http://horst.qfl-berlin.de/?q=research (2016-04-24)
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  • Applied Financial Mathematics
    Read more Fabian Bendig Graduate Student Read more Guanxing Fu PhD Student Read more Jana Bielagk PhD Student Read more Johannes Klütz Graduate Student Read more Oliver Janke PhD Student Read more Paulwin Graewe PhD Student Read more Sabine Bergmann Administrative Staff Read more News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young

    Original URL path: http://horst.qfl-berlin.de/?q=team (2016-04-24)
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  • Teaching | Applied Financial Mathematics
    core courses and recommended electives for students that aim to major in financial mathematics Core courses in mathematical finance offered at Humboldt Universität Discrete Time Financial Mathematics Finanzmathematik 1 Continuous Time Financial Mathematics Finanzmathematik 2 Probability Theory Stochastik I Stochastic Processes Stochastik II Stochastic Analysis Topics in Stochastic Analysis e g Malliavin Calculus Student Seminar Finanzmathematik In addition to the corse courses we recommend to take classes in statistics Statistik II Statistik stochastischer Prozesse numerical methods for partial differential equations Numerik partieller Differentialgleichungen I II and economics Microeconomic Theory Financial Econometrics Graduate Students should also attend our regular reserach seminar Stochastische Analysis and Stochastik der Finanzmarkte which we organize in collaboration with Technical University We offer regular courses in mathematical finance on the undergraduate and graduate level and courses and seminars in mathematical economics This term we offer an introductory student seminar on game theory next term we shall offer a course in continuous time finance and equilibrium theory Here is a link to the current Math Finance course News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine

    Original URL path: http://horst.qfl-berlin.de/index.php?q=teaching (2016-04-24)
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  • Research | Applied Financial Mathematics
    Mathematical Finance Agent based models of financial markets Applications of stochastic backward differential equations and queuing theory in finance Market microstructure models Pricing and hedging of non financial risk factors e g weather and climate Pricing and hedgeing under market impact Mathematical Economics Dynamic asset pricing with heterogeneous agents Equilibrium pricing in incomplete markets Microeconomic models of non market interactions Stochastic games News Computer klüger als der Mensch Das vergessene

    Original URL path: http://horst.qfl-berlin.de/index.php?q=research (2016-04-24)
    Open archived version from archive

  • Applied Financial Mathematics
    Read more Fabian Bendig Graduate Student Read more Guanxing Fu PhD Student Read more Jana Bielagk PhD Student Read more Johannes Klütz Graduate Student Read more Oliver Janke PhD Student Read more Paulwin Graewe PhD Student Read more Sabine Bergmann Administrative Staff Read more News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young

    Original URL path: http://horst.qfl-berlin.de/index.php?q=team (2016-04-24)
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  • User account | Applied Financial Mathematics
    here Home User account User account User account Log in Request new password Username or e mail address News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the

    Original URL path: http://horst.qfl-berlin.de/user/password (2016-04-24)
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  • Andrea Fiebig | Applied Financial Mathematics
    Fiebig Humboldt University Berlin Department of Mathematics Unter den Linden 6 10099 Berlin Phone 49 30 2093 5860 e Mail Adress LastName at math hu berlin de News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university

    Original URL path: http://horst.qfl-berlin.de/andrea-fiebig (2016-04-24)
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  • Dr. Dörte Kreher | Applied Financial Mathematics
    You are here Home Dr Dörte Kreher Dr Dörte Kreher Postdoctoral Student Short CV since 04 2014 Postdoc at Humboldt Universität zu Berlin and SFB 649 Economic Risk 2014 Dr sc nat Universität Zürich 2009 Diplom in Mathematics Humboldt Universität zu Berlin 2009 B Sc in Economics Humboldt Universität zu Berlin Publications Strict local martingales and bubbles with C Kardaras and A Nikeghbali to appear in Ann Appl Probab 2015 A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale with A Nikeghbali to appear in Stat Prob Letters 2015 Change of measure up to a random time Details submitted 2014 A weak law of large numbers for a limit order book model with fully state dependent order dynamics with U Horst preprint 2015 Phone 49 30 2093 1714 e Mail Adress kreher at mathematik hu berlin de News Computer klüger als der Mensch Das vergessene Werkzeug der Ökonomie Research Projects funded under HU s strategic partnership programs with Princeton University and NUS Young researcher worksho p d fine job opportunities d fine continuously offers job opportunities for students and university graduates both internships and permanent positions Please use the following

    Original URL path: http://horst.qfl-berlin.de/dr-d%C3%B6rte-kreher (2016-04-24)
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