Jana Bielagk

Lehrkraft für besondere Aufgaben

Praktikumsbeauftragte (Institut für Mathematik)

für Studierende im Bachelormonostudium Mathematik

Link to current teaching

Lectures (at HU Berlin):

• SoSe 2020: Maßtheorie, Mathematik II (Che & BPh)
• WiSe 2019/20: Stochastik (BA)
• SoSe 2019: Lineare Algebra und Analytische Geometrie II (BA)
• WiSe 2018/19: Lineare Algebra und Analytische Geometrie I (BA) & Stochstik (BA)
• SoSe 2018: Mathematik II (Che & BPh), Stochastische Finanzmathematik II
• WiSe 2017/18: Mathematik I (Che & BPh)
• WiSe 2016/17: Mathematik I (Che & BPh)

Tutorials (at HU Berlin):

• SoSe 2020: Maßtheorie, Mathematik II (Che & BPh), Stochastik I
• WiSe 2019/20: Stochastik (BA), Lineare Algebra und Analytische Geometrie I (BA), Methoden der Statistik
• SoSe 2019: Lineare Algebra und Analytische Geometrie II (BA)
• WiSe 2018/19: Lineare Algebra und Analytische Geometrie I & Stochastik (BA)
• SoSe 2018: Mathematik II (Che & BPh), Stochastische Finanzmathematik II
• WiSe 2017/18: Mathematik I (Che & BPh), Finanzmathematik I (J. Schoenmakers), Analysis I* (Prof. U. Horst)
• WiSe 2016/17: Stochastik (Prof. N. Perkowski) & Mathematik I (Che & BPh)
• SoSe 2016: Berufsbezogenes Fachseminar Stochastik (BA)
• WiSe 2015/16: Stochastik (BA) (Prof. U. Horst)
• SoSe 2015: Stochastik I (C. Bayer)
• WiSe 2014/15: Stochastik (BA) (E. Warmuth)
• SoSe 2014: Analysis II* (Prof. P. Imkeller)
• WiSe 2013/14: Analysis I* (Prof. P. Imkeller)
• SoSe 2013: Stochastik (Prof. U. Horst)
• WiSe 2012/13: Analysis I* (Prof. K. Mohnke)
• SoSe 2012: Analysis II (Prof. J. Sprekels)
• WiSe 2011/12: Stochastik I (B. Gerlach)

Short CV:

• 2011: Diploma in Mathematics from Humboldt-Universität zu Berlin
• 2011 - 2017: PhD student at Humboldt-Universität zu Berlin
• since August 2017: Lehrkraft für besondere Aufgaben (Bereich Stochastik)
• 2020: Teaching Award (Preis für gute Lehre 2019 der Fakultät)

Major Research Interests:

• optimal trading in multiple markets
• principal agent problems
• BSDEs and risk measures
• pathwise stochastic calculus
• Malliavin calculus

Publications:

• J. Bielagk, Essays on Market Microstructure and Pathwise Directional Derivatives (2017, Thesis)
• Equilibrium pricing under relative performance concerns, SIAM J. Financial Math., 8, 435-482 (2017) with A. Lionnet and G. Dos Reis, 
• A Principal-Agent Model of Trading Under Market Impact -Crossing networks interacting with dealer markets- , Journal of Economic Dynamics and Control, 100, 131-151 (2019) with U. Horst and S. Moreno-Bromberg

Selected Presentations:

• 03/2016: 12th German Probability and Statistics Days, Bochum - contributed talk in Section "Stochastic Analysis"
• 03/2015: Workshop on Stochastic Analysis, Controlled Dynamical Systems and Applications, Jena - poster
• 12/2014: IMA Conference on Game Theory and its Applications, Oxford - contributed talk

Organization of Workshops:

• 10/2012: Workshop on Mathematical Finance for Young Researchers, Berlin (local organizer)