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Professor of Quantitative Finance (Emeritus)

Personal Details

Wolfgang Michael Schmidt studied mathematics at the Dresden Technical University (1974–1979). After his diploma, he was assistant lecturer at the Friedrich Schiller University in Jena (1979–1982), followed by a post doc position at Lomonossov state university in Moscow (1982–1983). Doctorate (Dr. rer. nat.) on “Examination of Functionals of Random Processes” in 1982. Teaching and research activities at the Institute of Stochastics at the Friedrich-Schiller-University in Jena (1983–1992). During this time, extended study visits to Tbilissi, Paris and Berlin. In 1992, Habilitation (state doctorate) on “On Strong Markov Continuous Semimartingales”. Change to Deutsche Bank AG, Frankfurt, in 1992, first in the Quantitative Research Group at Deutsche Bank Research GmbH (1992–1993). Group Head of Research & Analytics in Global Markets, OTC Derivatives at Deutsche Bank AG Frankfurt (1994–2002). Most recently, Director with global responsibility for Research & Analytics for Credit Derivatives. Professor for Quantitative Finance at the Frankfurt School of Finance & Management since September 2002.
He is the author of various publications on stochastic processes, stochastic analysis and mathematical finance.

Office hours

during the semester:

By appointment




Scholarly journal articles / Journal articles

Working papers

Monographs / Contributions to edited volumes


Title Programme Semester
Structured Products & Interest Rate Models Master Winter
Credit Risk Default Models & Credit Derivatives Master Winter