{"id":5980,"date":"2025-02-18T12:19:15","date_gmt":"2025-02-18T11:19:15","guid":{"rendered":"https:\/\/uni-freiburg.de\/frias\/?p=5980"},"modified":"2025-02-18T12:19:15","modified_gmt":"2025-02-18T11:19:15","slug":"prof-dr-thorsten-schmidt","status":"publish","type":"post","link":"https:\/\/uni-freiburg.de\/frias\/prof-dr-thorsten-schmidt\/","title":{"rendered":"Prof. Dr. Thorsten\u00a0Schmidt"},"content":{"rendered":"\n
\n
<\/div>\n\n\n\n
\n
\n
\"Portrait<\/figure>
\n

University of Freiburg
Mathematics

Internal Senior Fellow
October 2017 – September 2019<\/p>\n\n\n\n

\n\t\n\n
\n\t\n\t\t\t\t\n\t\t\tWebsite\t\t<\/span>\n\t<\/a>\n<\/div>\n\n<\/div>\n\n\n\n\n

E-Mail: thorsten.schmidt@stochastik.uni-freiburg.de<\/a><\/p>\n<\/div><\/div>\n<\/div>\n\n\n\n

\n
\n\n\t\n\n

Last Update: 31.08.2019<\/p>\n\n\t<\/div>\n<\/div>\n<\/div>\n\n\n\n

\n
\n

Curriculum Vitae<\/h2>\n\n\n\n

Thorsten Schmidt became professor for mathematical stochastics at University of Freiburg in the summer 2015. He is the successor of Ernst Eberlein.<\/p>\n\n\n\n

His research combines financial mathematics with the area of stochastic processes and statistics and he has published papers in the area of credit risk, interest rates, affine processes, estimation of risk measures and further topics. Currently, he also developed some interest in machine learning. In his career he met interesting problems, both from Statistics and Financial Mathematics which inspire for deeper mathematical understanding by their surprising complexity. In Freiburg he and his young research team are working on tackling these challenges with improved mathematical model and targeting various applied areas where this can be useful. Besides Finance, this includes medicine, roboting and in general all areas where stochastic modelling is used.<\/p>\n\n\n\n

<\/div>\n\n\n\n
\n\n\n
\n\t
\n\t\t\n\n\n\t
\n\t\t
\n\t\t\t\t\t\t

\n\t\t\t\tSelected Publications\t\t\t<\/h3>\n\t\t<\/div>\n\t\t\n\t\t\t\n\tchevron-right<\/title>\n\t\n<\/svg>\n\t\t<\/span>\n\t<\/div>\n\t\n\t\t\t\t\n\t\t\t
\n\t\t\t\t\n\n