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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

13.01.2021 Research Assistant Position in Quantitative Finance at the Department of Quantitative Finance of the Universität Freiburg
28.10.2020 Die Nachklausur der Vorlesung Funktionalanalysis findet am Mittwoch, 28.10.2020 um 10:00 Uhr im Hörsaal Weismann-Haus, Albertstraße 21a statt.
05.05.2020 Interview mit Prof. Schmidt im MathFinance newsletter.


Previous news and talks

14.04.2020 Neuer Termin für die Nachklausur der Vorlesung Wahrscheinlichkeitstheorie WS 2019/2020
09.04.2020 The FPWZ Seminar takes place online at 9th of April.
16.03.2020 Unser Kollege Jens Timmer forscht zur Ausbreitungsdynamik der Corona-Epidemie
11.-13.03.2020 Workshop: Statistical Foundations for Evolving Networks, March 11th - 13th, Freiburg
 31.01.2020  Raquel Gaspar: Design risk of Constant Proportion Portfolio Insurance
06.12.2019 Hanna Sophia Wutte (ETH Zürich): How implicit regularization of Neural Networks affects the learned function
Johannes Müller: Universal flow approximation with deep residual networks ; Raumänderung nach 232
14/15.11.2019 Konferenz Insurance and Finance am FRIAS
07.11.2019 Dr. Lukas Gonon: Dynamic learning based on random recurrent neural networks and reservoir computing systems
27.06.2019 5th Workshop at FRIAS
27.06.2019 Stephane Crépey: XVA analysis from the balance sheet
27.06.2019 Anna Rita Bacinello: The impact of longevity risk and contractural heterogeneity on the fail valuation of a life insurance portfolio
27.06.2019 Mitja Stadje: On time-consistent and market-consistent evaluations
27.06.2019 Thorsten Schmidt: A fundamental theorem of insurance valuation
27.06.2019 Stefan Tappe: Mortality-interest rate term structures
24.06.2019 Ben Deitmar: Funktionale Grenzwertsätze für geglättete Empirische Prozesse
17.06.2019 Christa Cuchiero von der WU Wien gewinnt den START Preis
03.05.2019 Benedikt Geuchen: Pfadabhängige Funktionale und nichtlineare affine Prozess
29.04.2019 Michaela Freitag: Stammbäume und ihr Einfluss auf genetische Genealogien
16.04.2019 Prof. Steven Kou (Boston University): A Theory of FinTech

Even more news and talks you may find here

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