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.
|Contact: || || Email address secured by Enkoder.|
|Phone ||+49 371 531-3762 9|
|Fax ||+49 371 531-2240 9 |
|External links for Thorsten Schmidt and his works|