Dirk Becherer

Prof. Dirk Becherer is a full professor at the Institute of Mathematics, Humboldt University of Berlin, within the Faculty of Mathematics and Natural Sciences. His research focuses on stochastic analysis, financial mathematics, and optimal control with applications in risk management and utility theory. He actively contributes to collaborative research initiatives such as the Berlin Mathematical School (BMS) and MATH+, Berlin’s mathematics excellence cluster.

His academic work bridges theoretical stochastic processes with practical financial market challenges, addressing topics like optimal consumption, hedging strategies under price impact, and mean-field games. Becherer’s publications span advanced mathematical finance topics, including liquidity frictions, large investor strategies, and model uncertainty.

He maintains a dedicated teaching portfolio in stochastic analysis and financial mathematics, supervising doctoral students through programs like the IRTG 2544 'Stochastic Analysis in Interaction.' Becherer’s research has been supported by grants from the German Research Foundation (DFG), including extensions to collaborative projects in stochastic dynamics and financial modeling.