Christoph Belak

Contact Details

I am a Junior Professor representing the field of Stochastics and Quantitative Mathematical Finance at

Technische Universit├Ąt Berlin
Institute of Mathematics
Sekr. MA 7-1
10623 Berlin, Germany


Research Interests

  • Stochastic Control, especially Impulse Control
  • Mathematical Finance, especially Portfolio Optimization and Transaction Costs
  • Viscosity Solutions of Partial Differential Equations
  • Stochastic Games and Mean Field Games
  • Numerical Methods for Partial Differential Equations using Probabilistic and Deep Learning Approaches