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Welcome to the homepage of the Department of Mathematical Stochastics. On this website you can find information atound Stochastics in Freiburg, the professors as well as the staff of the department, recent information on offered courses, seminars, and talks.

The Department of Mathematical Stochastics is headed by Prof. Peter Pfaffelhuber, Prof. Ludger Rüschendorf, and Prof. Thorsten Schmidt. It has a secretariat and more than 20 research assistants. More detailed information on current courses and lectures can be found here. For information about bachelor or master theses, please contact one of the professors.

Stochastics is one of the main topics in the Bachelor- and Master Degree Programme of the Mathematical Institute, and moreover is a major part of the Profile Financial Mathematics within the Master Degree Programme in Mathematics.

Event Stochastiktage 2018 in Freiburg (Uni Freiburg , from Feb 27, 2018 08:00 AM to Apr 01, 2018 12:00 AM)
 
News Item Seminar: Empirical Analysis of Stock Markets, Anmeldeschluss: 31.03.2017
durchgeführt von Prof. Dr. S. Perminov (Moscow State University) und Mr. K. Andreyev (Beneficious Investment Management)
Event Blockseminar: Challenges in Financial Markets (Fakultätsraum 427, Eckerstrasse 1, from Jan 11, 2017 11:00 AM to Jan 12, 2017 04:00 PM)
 
News Item FRIAS Fellowship for Ernst Eberlein and Thorsten Schmidt
 
Event Prof. Dr. Thomas Brox (Room 404, Eckerstr. 1, from Jun 02, 2017 12:00 PM to Jun 02, 2017 01:00 PM)
Deep Learning
Event Dr. Johannes Lederer (Eckerstraße 1, Raum 404, 4. OG, from Apr 28, 2017 12:00 PM to Apr 28, 2017 01:00 PM)
A General Framework for Uncovering Dependence Networks
Event Prof. Dr. Ingo Steinwart (Room 404, Eckerstr. 1, from Jun 16, 2017 12:00 PM to Jun 16, 2017 01:00 PM)
(Localized) Learning with Kernels
Event Dr. Blanka Horvath (Eckerstraße 1, Raum 232, 2. OG, from Apr 24, 2017 11:00 AM to Apr 24, 2017 12:00 PM)
Short-time near-the-money skew in rough fractional stochastic volatility models
Event Prof. Dr. Thorsten Schmidt (Room 02-012, Georges-Köhler Allee 102, Freiburg 79110, Germany, from May 09, 2017 11:00 AM to May 09, 2017 12:00 PM)
Incomplete Information in Finance
Event Prof. Holger Dette (Room 404, Eckerstr. 1, from May 12, 2017 12:00 PM to May 12, 2017 01:00 PM)
Statistical methodology for comparing curves
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