Prof. Dr. Dirk Becherer is Chair of Stochastic Analysis and Stochastic Finance at Humboldt University Berlin. He completed his PhD in mathematics at Technische Universität of Berlin, after studying at the University of Goettingen. Dirk held Postdoc fellowships and has been lecturer until 2007 in Imperial College London when he taught courses in the MSc Mathematical Finance at the Mathematical Institute. Dirk then returned to Berlin as Matheon Research Center Professor. He is a member of the Berlin Mathematical School and serves as Associate Editor for Bernoulli Journal and for Finance and Stochastics.


Mr. Peter Frentrup is a PhD student in Mathematics at Humboldt University Berlin. His research is in stochastic optimal control and articles of him have already been published in academic journals like Appl.Math.Optim., Bernoulli J., Elec.Comm.Prob. and Finance Stoch.