Dr. Richard Schiemert
Email: Firstname@Lastname.com
Research Interests
Credit and Interest Rate Modelling, Portfolio Optimization, Financial Econometrics, Time Series Analysis, Machine Learning.
Academic Background
Ph.D. in QUANTITATIVE FINANCE (Eichstätt University)
Thesis: Two Empirical Studies on the Pricing in Cash and Synthetic Credit Markets.
M.Sc./B.Sc. in MATHEMATICS (Hagen University)
Focus: Mathematical Statistics, Stochastic Analysis, Numerical Methods for ODEs, PDEs, SDEs.
M.Sc./B.Sc. in FINANCE and ECONOMETRICS (Eichstätt University)
Focus: Quantitative Finance, Financial Economics, Financial Econometrics, Time Series Analysis.
Publications
[1] Valuation Differences Between Credit Default Swap and Corporate Bond Markets
Journal of Credit Risk, Vol. 9, No. 4, pp. 3-46, 2013 (with Oliver Entrop and Marco Wilkens)
[2] Spread Risk Premia in Corporate Credit Default Swap Markets
Credit and Capital Markets, Vol. 47, No. 4, pp. 571-610, 2014 (with Oliver Entrop and Marco Wilkens)