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 On this page you found a selection of my recent talks, some of them with additional information and slides.  

  • "Machine learning, statistics and the estimation of risk". ML round table, FRIAS, Freiburg 2018.
  • "On the efficient estimation of risk", Invited talk at UCLouvain Finance Seminar
  • "Unbiased estimation of risk", Invited talk at the ECB Frankfurt. Invited talk at the general assembly of the Swiss actuarial association
  • "Time-inhomogeneous polynomial processes", 2nd international conference on computational finance, Lisbon, 2017.
  • Festvortrag auf dem Fakultätsfest der Fakultät für Mathematik und Physik, Uni Freiburg: "Risiko und Chance: Stochastik in der Anwendung" 
  • MathFinance Conference, Frankfurt, 2017. Invited talk on Unbiased estimation of risk
  • 16th Winter school on Mathematical Finance, Jan 2017, Lunteren, A new perspective on multiple yield curve models. Slides. (60 min - with many details but less general setting)
  • Bachelier Colloquium Jan 2017, Metabief. On a general approach to dynamical term structures. Slides.  
  • Paris Bachelier Seminar, Nov 2016, Institut Henri Poincaré, A new perspective on multiple yield curve models.
  • 7th General AMaMeF and Swissquote Conference, Sep 2015, EPFL Lausanne.Term Structure Modeling beyond the intensity paradigm. Slides.


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