معرفی
Ulrich Horst is a Full Professor at the Department of Mathematics, Humboldt University Berlin. He holds a PhD in Mathematics from Humboldt-University Berlin (2000) and has held visiting positions at Princeton University, the University of British Columbia, and the National University of Singapore. His research focuses on stochastic control theory, mean-field games, and financial mathematics.
He has served as Scientific Director of the Deutsche Bank Quantitative Products Laboratory and has been a co-spokesperson of the Collaborative Research Center (CRC) 388 on Rough Analysis. He is the Editor-in-Chief of *Mathematics and Financial Economics* since 2015 and has organized numerous workshops, including the *Berlin-Princeton-Singapore Workshop on Quantitative Finance* series.
His research interests include stochastic processes, optimal trading strategies, and game-theoretic models. His recent work explores market microstructure, Hawkes processes, and rough volatility. He has contributed to over 70 publications, with a focus on mathematical finance and stochastic systems.
