CV
Thorsten Schmidt is Professor for Mathematical Stochastics at University Freiburg (successor of Ernst Eberlein) and Senior Financial Engineer at MathFinance. From 2017-2019 he was fellow of the Freiburg institute of Advanced Studies (FRIAS). Prior to this he was professor for Mathematical Finance at Chemnitz University of Technology since 2008, held a replacement Professorship from Technical University Munich in 2008 and was Associate Professor at University of Leipzig from 2004 on. Besides many stays at leading universities, he was guest professor at ETH Zurich and at Université d'Evry.
His Ph.D. he obtained from University in Giessen in 2003 on credit risk. He is Associate Editor for Mathematical Finance, International Journal of Theoretical and Applied Finance and was Associate Editor for Journal of Banking and Finance and Statistical and Probability Letters. He is an elected member of the International Statistical Institute and was member of the Board of Fachgruppe Stochastik of the German Mathematical Society.
With numerous articles in the areas of Mathematical Finance and Probability in internationally leading journals and frequent presentations on conferences around the world, he is a well-known scientist in the area of affine models, interest rates, credit risk, incomplete information, risk management, filtering, and insurance mathematics. He has a strong background in statistics and information technology and teaches probability, mathematical finance and machine learning at the university of Freiburg.
Further Details you may found in his CV (hier als pdf).
Editorial Activities
- Associate Editor of Mathematical Finance
- Associate Editor of International Journal of Theoretical and Applied Finance
- Former Associate Editor of Journal of Banking and Finance
- Former Associate Editor of Statistics and Probability Letters
Related Institutions
- FRIAS
- FDM
- Integrated Master Program: Master in Finance
- DMV Fachgruppe Stochastik and the ST-NET Newsletter
- Bachelier Finance Society
- DGVFM