Prof. Dr. Ulrich Horst

• Since July 2007: Professor of Mathematical Finance at the Humboldt-Universität zu Berlin and Scientific Director of the Quantitative Products Laboratory
• January 2005 – June 2007: Assistant Professor at the Department of Mathematics; University of British Columbia Vancouver
• September 2003 – October 2003: Visiting Assistant Professor at the Department of Operations Research and Financial Engineering at Princeton University.
• September 2002 - December 2005: Research Associate and Research Fellow; DFG-Research Center Mathematics for Key Technologies; Technische Universität Berlin and Humboldt-Universität zu Berlin
• September 2001 – August 2002: Visiting Scholar at the Bendheim Center for Finance; Princeton University
• November 2000: Conferral of doctorate at the Humboldt-Universität zu Berlin
• May 1997: Degree in Business Mathematics, Bielefeld University

After graduating from Humboldt Universität zu Berlin in 2000, Ulrich spent several years teaching and carrying out research in Germany and North America. He held visiting positions at Princeton University and was an Assistant Professor at the department of mathematics at the University of British Columbia in Vancouver. Ulrich resumed his work at Humboldt-Universität in the summer of 2007 when he also took over as the Scientific Director of the QPL together with Peter Bank.

Ulrich’s research interests cover an array of topics in mathematical economics and applied probability including microstructure models for financial price fluctuations, stochastic games, dynamic equilibrium theory and probabilistic interaction systems. Ulrich is the head of the International Collaborative Research Group The Economics and Finance of Climate Risk and Natural Resources (Pacific Institute for the Mathematical Sciences) and a principal investigator of the TransCoop Cooperation between UBC Vancouver and HU Berlin on Climate Risk, Securitization and the Microstructure of Insurance Markets (Humboldt Foundation). He is affiliated with several research centres in Berlin and has organized an array of summer schools and scientific workshops.

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Selected Publications in Refereed Journals

• "On the spanning property of risk bonds priced by equilibrium;" Mathematics of Operations Research,to appear (with M. Müller).
• "On non-ergodic asset prices;" Economic Theory, to appear (with J. Wenzelburger).
• "A limit theorem for financial markets with inert investors;" Mathematics of Operations Research, 31, 789-810 (2006) (with E. Bayraktar and R. Sircar).
• "Equilibria in systems of social interactions;" Journal of Economic Theory, 130, 44-77 (2006) (with J. Scheinkman).
• "Rational expectations equilibria of economies with local interactions;" Journal of Economic Theory, 127, 74-116 (2006) (with A. Bisin and O. Özgür).
• "Stationary equilibria in discounted stochastic games with weakly interacting players;" Games and Economic Behavior, 52, 83-108 (2005).