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Professor Dr. Thorsten Schmidt

Address Albert-Ludwigs-Universität Freiburg
Mathematisches Institut
Abteilung für Mathematische Stochastik
Ernst-Zermelo-Straße 1
79104 Freiburg

Projects

As Applicant
- Completed projects
  - Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (Research Grants)
  - Impulse Control Problems and Adaptive Numerical Solution of Quasi-Variational Inequalities in Markovian Factor Models (Research Grants)
  - New Approaches to Defaultable Term Structure Models (Research Grants)
  - Dynamic uncertainty modeling in Finance (Research Grants)
  - Insurance linked to financial markets: theory & applications (Research Grants)
As Participating Researcher
- Completed projects
  - GRK 597: Analysis, Geometry and their Connection with the Natural Sciences (Research Training Groups)
As Project Head
- Current projects
  - Similarity of individual latent dynamics in longitudinal cohort data (Collaborative Research Centres)

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