Prof. Wolfgang Schmidt

Prof. Wolfgang Schmidt

Affiliated Academic Consultant

Wolfgang Schmidt studied mathematics at the Dresden Technical University. He completed a post doc position at Lomonossov state university in Moscow (1982–1983). Doctorate on “Examination of Functionals of Random Processes” in 1982. Wolfgang worked at Deutsche Bank AG, where he was the Group Head of Research & Analytics in Global Markets, OTC Derivatives. Most recently, he was the director with global responsibility for Research & Analytics for Credit Derivatives. He is professor for Quantitative Finance at the Frankfurt School of Finance & Management since September 2002. He has been appointed a member of the Editorial Boards of the European Investment Review and the “Journal of Applied Mathematics” in 2000 and 2003, respectively. He is the author of various publications on stochastic processes, stochastic analysis and mathematical finance.