Teaching
Courses on probability, stochastic analysis and mathematical finance offered at Humboldt-Universität zu Berlin:
Basic courses
- Probability (Elementare Wahrscheinlichkeitsrechnung)
- Probability Theory (Stochastik I)
- Stochastic Processes (Stochastik II)
- Stochastic Analysis (Stochastische Analysis)
- Discrete Time Financial Mathematics (Finanzmathematik I)
- Continuous Time Financial Mathematics (Finanzmathematik II)
Advanced courses (selection):
- Malliavin's calculus and applications in stochastic finance (Malliavin-Kalkül und Anwendungen in Finanzstochastik)
- Ergodic theory (Ergodentheorie)
- Large deviations and stochastic resonance (Große Abweichungen und stochastische Resonanz)
- Stochastic Analysis II (Stochastische Analysis II)
- A Fourier analysis based approach of Brownian motion and (stochastic) integration
Additionally, we regularly offer seminars for undergraduate and graduate students.
Graduate students should attend our regularly offered
- Berliner Kolloquium Wahrscheinlichkeitstheorie
- Research Seminar "Stochastische Analysis und Stochastik der Finanzmärkte"
- Seminar for PhD and Graduate Students (Diplomanden- und Doktorandenseminar)
→ back to the Stochastics group