Prof. Dr. Thorsten Schmidt

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Contact

Faculty of Mathematics and Physics
Institute of Mathematics
Department of Stochastic Systems
Ernst-Zermelo-Straße 1, 79104 Freiburg

Phone: +49(0) 761 / 203-5668
Fax: +49(0) 761 / 203-5661
Email: thorsten.schmidt@stochastik.uni-freiburg.de
Website: https://www.stochastik.uni-freiburg.de/de/professoren/thorsten-schmidt

 

Fields

Hedging financial risks

Arbitrage

Energy markets

Financial mathematics

Financial markets mathematics

Keywords:
Mathematical modelling of financial markets
Risks in financial markets

Credit risks

Option pricing

Risk Management

Keywords:
Quantitative risk management

Statistics

Stochastics

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