Working Group
The financial mathematics group led by Thorsten Schmidt
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Former members
- Lars Niemann, graduated 2024 on the topic Nonlinear Semimartingales and Markov Processes.
- Katharina Oberpriller, since 2023 at University Verona, now at LMU Munich.
- JProf. Dr. Philipp Harms, Associate Professor in Mathematics at NTU Singapore since 2022.
- Sajad Safarveisi, started working as a Data Scientist and Software Developer at IONOS in Karlsruhe in 2021.
- Dr. Sandrine Gümbel, graduated 2019 on the topic
Dynamic term structure modelling - beyond the paradigm of absolute continuity - Dr. Wahid Khosrawi-Sardroud, graduated 2019 on the topic
Polynomial Semimartingales and a Deep Learning Approach to Local Stochastic Volatility Calibration - Dr. Tolulope Fadina, currently post-doc in Waterloo
- Julian Wergieluk
- Dr. Weijun Yu, graduated 2017 on the topic
"Infinite dimensional affine term structure models under incomplete information", the thesis is available at FreiDok plus Universitätsbibliothek Freiburg - Dr. Maria Fernanda del Carmen Agoitia Hurtado, graduated 2017 on the topic
"Time-inhomogeneous polynomial processes in electricity spot price models", the thesis is available at FreiDok plus Universitätsbibliothek Freiburg - Dr. Frank Gehmlich, graduated 2013 at TU Chemnitz on the topic
"A general approach to credit risk modeling - beyond continuous characteristics", the thesis is available at gbv.de - Dr. Ling Xu, graduated 2011 at University Leipzig, on the topic
"On Galerkin approximations for the Sakai equations with diffusive and point process observations", the thesis is available at qucosa.de