Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Dirk Becherer

Dirk Becherer: Teaching

 

Useful links

Current courses

For announcements of examinations and special circumstances, please check the webpages of the examination office (Prüfungsbüro)! We should be back to normal - but please consult the current general advice on pandemic measures by the university, by our faculty and by the Prüfungsbüro/institute for your study implications.

  • Summer term 2025 (lectures start 1st week of term, classes from 2nd week onwards):
    Financial Mathematics II, 4+2 course, continuous-time theory for math. finance, incl. required stochastic differential calculus for it: Ito-formula "without tears" a la Föllmer, stochastic integration and diff.eqn, no-arbitrage and risk-neutral martingale (pricing) measures, hedging and pricing of contingent claims in multi-dimensional diffusion models, term structure models for interest rates (short rate, HJM, and Libor market-model), portfolio optimization... 
    Selective Topics: Mean-Field-Games and -Control, 2+1: optimal dynamic decision making under uncertainty (Markov decision processes) for single-agent problems; autonomous multi-agents (think applications in econ., engineering or biology: interacting automatic systems, robots, fsd-taxis, drones,...or flocking of birds, crowd control) with strategic interaction amongst them in Mean-Field-Games (Nash-equilibria within large population of only selfish non-cooperative agents) or Mean-Field-Control (social planer with social plan for common good, cooporating agents, robots...). 
    Check and register on AGNES or in first week lectures with me, later check for further info on Moodle (access given to audience in lecture, same for literature).
  • Advanced students are always welcome to attend research seminars of the stochastics group and I further recommend also the BMS Fridays from BMS/Math+.

Former courses