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Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Peter Imkeller

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