Manuel Schmid

Technische Universität Dresden

Manuel Schmid holds a doctorate from the Technische Universität Dresden. His interest is in computational finance with a focus on generating synthetic, non-Gaussian time series data. Presently he consults on financial risk management at PwC Germany.

Articles by Manuel Schmid

Original research

Simulating the Cox–Ingersoll–Ross and Heston processes: matching the first four moments

This paper investigates various techniques for the CIR and Heston models.

07 Oct 2022