Teaching and Training

In Berlin, we offer an array of courses in mathematical finance and financial economics and econometrics at all levels. Core courses include, but are not limited to, Discrete Time Finance, Continuous Time Finance, Stochastic Calculus, Time Series Analysis and Financial Econometrics. In addition to the corse courses, students can chose from a wide selection of elective courses and chose between with a probabilistic, statistical, or economic focus. Course outlines:


Graduate Studies in Mathematics and Economics. Excellent mathematics students from Berlin, Germany, Europe and all over the world to join the Berlin Mathematical School (BMS). Founded in the summer of 2006, as the joint graduate school of the mathematics departments of the three major Berlin universities, TU Berlin, FU Berlin, and HU Berlin, the BMS offers a uniform setting for graduate studies in mathematics in Berlin, access to all major mathematics reserach groups in Berlin and intensice mentoring for students at all levels.

The Berlin Doctoral Program in Economics & Management Science (BDPEMS), provides outstanding economics students holding at least bachelor's degree with an intensive training in economics and econometrics, emphasizing rigorous analytical methods and quantitative analysis. The program prepares students for successful research in a broad range of fields such as  economic growth, competition policy and regulation, financial markets, and political economy. Since 2011, the BDPEMS is funded by the Einstein Foundation Berlin.

The RTG 1845 "Stochastic Analysis with Applications in Biology, Finance and Physics" provides PhD students with a broad training in probability theory and stochastic processes, embedded in an excellent environment for high level research in the main fields of modern probability. The areas of activity include stochastic finance, statistical inference for stochastic dynamics and stochastic processes in biology and physics. The RTG is a joint initiative of the probability groups at HU Berlin, TU Berlin, and the University of Potsdam.
 
The International Research Training Group (IRTG) 1792 “High Dimensional Non Stationary Time Series” offers outstanding young researchers a full-time, internationally competitive doctoral program with a unifying research focus and financial support in the form of scholarships. The IRTG's doctoral program is based on the unifying research theme "High Dimensional Non Stationary Time Series", and its focus is on identifying low dimensional factors that help to forecast and understand dynamic aspects of possibly non stationary economic data in high dimension. The doctoral program combines demanding course work and a particularly early start of individual research. The course and research program are held entirely in English. The IRTG works in close cooperation with the Berlin Doctoral Program in Economics and Management Science (BDPEMS) and the Research Training Group 1659 (RTG1659).