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Welcome on the main page of the Department of Mathematical Stochastics. On this page you will find information about Stochastics in Freiburg, about the professors and members of the Department, current informations about teaching (mostly in German) and on seminars and talks.

The Department of Mathematical Stochastic is headed by JProf. Philipp HarmsProf. Peter Pfaffelhuber, Prof. Angelika Rohde and Prof. Thorsten Schmidt. You may be interested in the secretariat and the further more than 20 members of our group. For informations on a Master/Bachelor thesis, please directly contact the professors you target.

Stochastics is a focus of the Bachelor / Master studies in Mathematics at University Freiburg. In particular, Financial Mathematics is a special profile of the Master Mathematics.

  

Current news and talks

27.02.2018 Stochastiktage 2018 in Freiburg
04.10.2017 Workshop within the framework of the DFG priority program: Probabilistic Structures in Evolution
28.08.2017 Maria Fernanda del Carmen Agoitia Hurtado received her doctor's degree on 24 August to the topic:
Time-inhomogeneous polynomial processes in electricity spot price models
25.06.2017 Postdoc position in Freiburg

 

Previous news and talks

14.07.2017 Prof. Ph.D. Juan-Pablo Ortega: Time-delay reservoir computers: nonlinear stability of functional differential systems and optimal nonlinear information processing capacity. Applications to stochastic nonlinear time series forecasting
12.07.2017 Dr. Raghid Zeineddine: Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems
07.07.2017 Thorsten Schmidt: Risiko und Chance: Stochastik in der Anwendung
27.06.2017 Hans Bühler: Deep Statistical Hedging
02.06.2017
Prof. Dr. Thomas Brox: Deep Learning
17.05.2017 FRIAS Fellowship for Ernst Eberlein and Thorsten Schmidt
12.05.2017 Prof. Holger Dette: Statistical Methodology for Comparing Curves
09.05.2017 Thorsten Schmidt: Incomplete Information in Finance
28.04.2017 Dr. Johannes Lederer: A General Framework for Uncovering Dependence Networks
24.04.2017 Dr. Blanka Horvath: Short-Time Near-the-Money Skew in Rough Fractional Stochastic Volatility Models
31.03.2017 Anmeldeschluss des Seminar: Empirical Analysis of Stock Markets
10.02.2017 Prof. Dr. Christoph Becker: Value, Size, Momentum and the Average Correlation of Stock Returns
02.02.2017 Prof. Moritz Diehl: Nonlinear Optimization Methods for Model Predictive Control of Mechatronic Systems
11.01.2017 Blockseminar: Challenges in Financial Markets
02.12.2016 JProf. Philipp Harms: Shape Analysis: Infinite-Dimensional Geometry, Statistics on Manifolds, and Applications
13.10.2016 Prof. Dr. Damir Filipovic: Replicating Portfolio Approach to Capital Calculation
09.06.2016 Prof. Dr. Rüdiger Frey: Optimal Liquidation Under Partial Information and Market Impact
03.06.2016 Prof. Dr. Ludger Overbeck: Capital Allocation for Dynamic Risk Measures
06.05.2016 Sebastian Bossert: Competing Selective Sweeps
12.02.2016 Workshop on Recent Developments in Finance, Risk Theory and Stochastic Analysis in honor of Ludger Rüschendorf

Even more news and talks you may find here

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