Thorsten Schmidt

Technische Universität Chemnitz
Chair of Financial Mathematics
Faculty of Mathematics
Reichenhainer St. 41, Room 725
09126 Chemnitz, DE

• Justus-Liebig University, Gießen, Ph.D. (Mathematics -- 2003)
• Prof. Schmidt teaches Financial Mathematics at Chemnitz University of Technology. He has a strong background in statistics and probability theory and is currently working on credit risk and interest rates markets. In particular he focuses on Heath-Jarrow-Morton approaches for credit risk and CDO modelling as well as the role of incomplete information in credit risk.
• Beyond this, Prof. Schmidt works on statistical aspects of energy markets and biomarker data and the application of shot-noise models to various markets.