Applied Financial Mathematics
After graduating with a PhD in Mathematics from Humboldt-Universität zu Berlin in 2000, Ulrich Horst spent several years teaching in Germany and North America. He held visiting positions at several universities including the Departments Economics and of Operations Research and Financial Enginnering at Princeton University, the Institute for Mathematical Economics at Bielefeld University, the Center for Mathematical Modelling at the Universidad de Chile and Universite Paris Dauphine. Before he returned to Berlin in the summer of 2007 he was an Assistant Professor at the department of mathematics at the University of British Columbia in Vancouver. Ulrich Horst was Deutsche Bank Professor of Applied Mathematical Finance at Humboldt-Universität and the Scientific Director of the Deutsche Bank sponsored Quantitative Products Laboratory. Since 07/2012 he is a board member of the DFG Research Center Mathematics for Key Technologies and scientist in charge of its Application Area E.