Dörte Kreher

Short CV:

  • since 08/2017 Juniorprofessorin für Angewandte Stochastische Analysis (HU Berlin)
  • 2014-2017 Postdoc at Humboldt-Universität zu Berlin and SFB 649 Economic Risk
  • 2014 Dr. sc. nat. in Mathematics (Universität Zürich)
  • 2009 Diplom in Mathematics  (Humboldt-Universität zu Berlin)
  • 2009 B. Sc. in Economics (Humboldt-Universität zu Berlin)

Projects:

  • MATH+ Project AA4-4 "Stochastic modeling of intraday electricity markets" (with Markus Reiß). Research assistant (PhD student): Cassandra Milbradt.
  • MATH+ Project AA4-9 "Volatile Electricity Markets and Battery Storage: A Model-Based Approach for Optimal Control" (with Christian Bayer and Manuel Landstorfer). Research assistant (PhD student): Wilfried Kenmoe Nzali.

Preprints:

Publications:

Co-Organized Workshops & Conferences:

  • 7th Berlin Workshop on Mathematical Finance for Young Researchers, Berlin, September 4-6, 2024
  • Workshop Junior Female Researchers in Probability, Berlin, October 5-7, 2022
  • Workshop Junior Female Researchers in Probability, Berlin / online, October 4-6, 2021
  • 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, Berlin, April 19-22, 2017
  • 5th Berlin Workshop on Mathematical Finance for Young Researchers, Berlin, June 1-4, 2016
  • Workshop in Mathematics in Finance, Universität Zürich, September 18, 2013 

Teaching:

  • SoSe 2024: VL Stochastische Finanzmathematik II
  • WiSe 2023/24: VL Methoden der Statistik
  • SoSe 2023: VL+UE Stochastische Finanzmathematik II
  • WiSe 2022/23: VL Stochastische Finanzmathematik I
  • SoSe 2022: SE Stochastik
  • WiSe 2020/21: VL Stochastische Finanzmathematik I
  • WiSe 2018/19: VL+UE Stochastik II
  • SoSe 2018: VL Stochastik I
  • WiSe 2017/18: VL Stochastik (Kombibachelor)
  • SoSe 2017: VL+UE Stochastische Finanzmathematik II
  • WiSe 2016/17: VL+UE Random Graphs
  • WiSe 2015/16: VL+UE Stochastische Finanzmathematik I
  • SoSe 2015: UE Stochastische Analysis
  • WiSe 2014/15: UE Stochastik (Kombibachelor)
  • WiSe 2014/15: SE Stochastische Analysis von Finanzblasen
  • SoSe 2014: UE Analysis II
Contact

Post:
Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
10099 Berlin

Office: 
Rudower Chaussee 25, 12489 Berlin
Room 1.203

Phone:
+49 30 2093 45455

Fax:
+49 30 2093 5848

Email: 
LastName[at]math.hu-berlin.de