Dr. Richard Schiemert

Email: Firstname@Lastname.com

Research Interests

Credit and Interest Rate Modelling, Portfolio Optimisation, 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 (Bayesian & Frequentist), 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, Machine Learning.

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)