Christoph Gschnaidtner, M.Sc., M.Sc.
| Address | Department of Economics & Policy Technische Universität München Arcisstrasse 21 D-80333 München |
| christoph.gschnaidtner@tum.de | |
| Room | 2409 |
| Office hours | By appointment |
| Responsibilities | Project Studies, IDPs, Transfer of credits |
| Curriculum Vitae | Extended CV |
| Online Presence | Google Scholar |
| ORCID | |
| YouTube | |
Short CV
| 10/2014 - | Research and Teaching Assistant, Chair of Economics, Univ.-Prof. Dr. Robert K. Frhr. von Weizsäcker, Technical University of Munich, Germany |
| 03/2018 - 04/2018 | Visiting Scholar (invited by Matthias Doepke), Northwestern University, USA |
| 10/2012 - 03/2016 | M.Sc., Mathematical Finance and Actuarial Science, Technical University of Munich, Germany |
| 10/2011 - 09/2014 | M.Sc. with honors, Financial- and Informationmanagement (FIM), Technical University of Munich and Augsburg University, Germany |
| 05/2013 - 10/2013 | Visiting Scholar, University of Toronto and Ryerson University, Canada |
| 10/2007 - 04/2011 | B.Sc., Mathematics, Technical University of Munich, Germany |
| 08/2007 | Leaving Certificate, Glenstal Abbey School, Ireland |
Research
Research interests
Main: Financial Economics (Credit Rating Certification, Cryptocurrencies, Bank Runs), Financial Mathematics (Stochastic Volatility Models, Forex)
Additional: Behavioral and Experimental Economics (Product Labels and Certification, Bank Runs), Financial Econometrics
Articles in peer-reviewed journals
- (with Marcos Escobar) "Parameters Recovery via Calibration in the Heston model. A comprehensive review.", Wilmott Magazine 86, p. 60–81, November 2016
- (with Marcos Escobar) "A multivariate stochastic volatility model with applications in the foreign exchange market", Review of Derivatives Research, 21(1), p. 1–43, 2018
Working paper
- "Competition in the credit rating market: Does a state-run credit rating agency increase market efficiency?"
Media Coverage
- Article in the ABG Newsletter on the impact of data analysis on banks
- Article in the ABG Newsletter on crypto token
- Keynote Speaker at Hochschule München on currency systems of the future
- Interview with prohyp on the ECB's monetary policy
- Interview with the GVB on the importance of data analysis for financial institutions
- Interview with M94.5 on Trump's interest in Greenland
- Interview with M94.5 on Facebook's stablecoin Libra
- Article in TUMcampus on the TUM Supervisory Award (German only)
Teaching
- Tutorial Microeconomics, Fall 2014, Fall 2015
- Tutorial Macroeconomics, Spring 2015, Spring 2016
- Tutorial Industrial Organization, Fall 2016, Spring 2017
- Tutor for Public Finance 3, Spring 2015, Spring 2016
- Seminar Public Finance 6, Fall 2015, Spring 2016, Spring 2017
Positions
- Postgraduate representative at the Graduate Center of TUM School of Management, 2017 - today
- Doctoral Representative at TUM School of Management, 2016 - 2019 (Graduate Center TUM SoM)
- Moderator of the TUM Street Science @ Street Life München 2018, 2019
- Speaker of the TUM Graduate Council 2017 - 2018 (TUM Graduate Council),
- Commentator of the TUM Campuslauf 2017, 2018, 2019 (TUM Campuslauf)
- Organizational team TUM Campuslauf 2017 (TUM Campuslauf)
- Organization of the TUM participation at the B2Run 2015, 2016 (TUM@B2Run)