Information on Diploma and Master Theses

The preconditions for a Master or Diploma Thesis at the chair are certificates or passed examinations in

  • Stochastic Analysis (MA4405)
  • Continuous Time Finance (MA3702)
  • 2 additional courses concerning financial mathematics
  • passed a master seminar at M13
  • recommended: Optimization (e.g. MA3501, MA3502, MA3503)

Information sheet on Master Theses at M13

The route card from the Departement of Mathematics, which allows students to have extracurricular activities added to their diploma supplement, as well as a list of such activities can be downloaded from here:

Route Card of the Departement of Mathematics

List of extracurricular activities

The LaTeX template for Master Theses at M13 can be downloaded from here:

Template Master and Diploma Theses (English)

Template Master and Diploma Theses (German)

Please note that theses at Department of Mathematics have to be organized according to a specific format. Further information can be obtained from http://studium.ma.tum.de/Studium/AbschlussarbeitForm (German).


Please see our Fit for TUMorrow page for suggested topics of our industry partners.

Information on FIM Master Theses

As a student of the FIM program, please consider the Information Sheet for FIM Master Theses at the Chair of Mathematical Finance (German). In order to register your thesis, please use the form Registration of FIM Master Theses.

Current and completed master and diploma theses

2019

  • Antonin, Carina (FIM): Approximation of the Loss Distribution for a Generalized Multi-Period Credit Risk Model. Master thesis, 2019 more…
  • Bayerlein, Melanie: Machine Learning in Life Insurance – Searching for patterns in Stochastic projections (in Kooperation mit Swiss Life). Master thesis, 2019 more…
  • Beckmann, Martin: Dissecting characteristics via machine learning. Master thesis, 2019 more…
  • Brück, Florian: Clarke's Test For Non-Nested Model Comparison. Master thesis, 2019 more…
  • Dias Duarte, Ruben : Comparison of Interest Rate Models based on their Sensitivity Profile and Hedge Performance for Multi-Callables. , 2019 more…
  • Giss, Viktor: The Idiosyncratic Volatility Puzzle and Average Stock Variance Evidence from Japan. , 2019 more…
  • Imeraj, Arben: The BIX-Creating a Bitcoin Volatility Index. Master thesis, 2019 more…
  • Keller, Maximilian (FIM): Dynamic Investment Strategies under Minimum Guarantee and Risk Contraints. Master thesis, 2019 more…
  • Miao, Xinyue: A comparison of liquidity proxies for the German stock market. , 2019 more…
  • Müller, Felix Alexander: Managing Mortality Risk with Pooled Annuity Funds under a stochastic mortality approach. Master thesis, 2019 more…
  • Perevozchikova, Elena: Modelling Oil Prices and Stock Market Returns using Vine-based Multivariate Time Series Models. Master thesis, 2019 more…
  • Qi, Mingxin: Risk Free Interest Rate Implied from Put-Call Parity Relation for German Market. Master thesis, 2019 more…
  • Schischke, Amelie: Modelling Recovery Rates. Master thesis, 2019 more…
  • Schneider, Zeno: A machine learning approach to estimate analyst forecast errors. , 2019 more…
  • Schnell, Alexander: Pricing of Callable Perpetual Contingent Convertible Bonds. Master thesis, 2019 more…
  • Seith, Theresa: Optimal Investment Strategies for Participating Contracts. Master thesis, 2019 more…
  • Sinani, Ayrton: Analysis of DAX Options and Warrants. Master thesis, 2019 more…
  • Tupko, Olha: Machine learning techniques for insurance claims prediction. Master thesis, 2019 more…
  • Veit, Benedikt: Machine Learning Applications for Asset Allocation. , 2019 more…
  • Walther, Max (FIM): Timing an sizing of residential PV in New South Wales with a real option approach. , 2019 more…
  • Winter, Denis: Machine Learning in Insurance in cooperation with ERGO. , 2019 more…
  • Xie, Linyi: A Protocol for Factor Identification: Theory and steps to replicate. Master thesis, 2019 more…
  • Zilker, Ludwig: The Hüsler-Reiss Copula. , 2019 more…

2018

  • Ausäderer, Patrick: A Comparison of Factor Models for the Japanese Stock Market. Master thesis, 2018 more…
  • Burkart, Moritz: Emil J. Gumbel´s Contribution to Multivariate Analysis. Master thesis, 2018 more…
  • Bösing, Gerald: Dependencies between Sub-portfolios in Prohabilistic Natural Hazard Models: Analysis and Approximation with Copulas. Master thesis, 2018 more…
  • Dobler, Stefan: Pricing of long-term CDO-like Structure in Life Reinsurance. Master thesis, 2018 more…
  • Graßl, Sarah: Industry Trade Networks and the Cross-Section of Stock Returns: Evidence from Germany. Master thesis, 2018 more…
  • Heck, Daniel: Price Discovery and Efficiency in Bitcoin Markets. Master thesis, 2018 more…
  • Helm, Jonathan: Portfolio diversification using the hierarchical clustering approach. Master thesis, 2018 more…
  • Hermann, Kirstina: Behavioral Asset Pricing in the Stock Markets of the United States and Great Britain. Master thesis, 2018 more…
  • Heyn, Claudia: Contagion in Time Continuous Bank Run models. Master thesis, 2018 more…
  • Kammerer, Alexander (FIM): Decomposition of Credit Spreads For Euro Area Government and Corporate Bonds. Master thesis, 2018 more…
  • Kopic, Petra: Reconstructing of a financial network – Comparison of the Exponential random graph model and the Fitness model. , 2018 more…
  • Krüger, Daniel: General vine copula models for stationary multivariate time series. Master thesis, 2018 more…
  • Le, Francesca (FIM): Large VAR modeling with application to energy data. Master thesis, 2018 more…
  • Mattejat, Roman : Reducing the Impact of Estimation Error on Portfolio Optimization. Master thesis, 2018 more…
  • Mulgrew, Harry : Pricing Bitcoin Options using Extension of the Black Scholes Model & Determining the Economics of Cryptocurrency Competition. Master thesis, 2018 more…
  • Panagiotopoulou, Konstantina: Modeling and forecasting downturn LGD. Master thesis, 2018 more…
  • Preissler, Fabian: Model Comparison with Sharpe Ratios – How to Choose Model Factors for Asset Pricing Models? Master thesis, 2018 more…
  • Rosenkranz, Fabian: Self-Harming Mergers - A Game Theoretical Analysis. Master thesis, 2018 more…
  • Senn, Markus (FIM) : Price of Liquidity in the Reinsurance of Fund Returns – Analytic and Numerical Valuation. , 2018 more…
  • Sinani, Ayrton : Overprice Warrants in the EU Market. Master thesis, 2018 more…
  • Spyridaki, Chloi Zanet: Statistical inference for Blomqvist´s beta. Master thesis, 2018 more…
  • Steffan, Dominik (FIM): An Experimental Comparison of Balanced Scorecard and Fix Remuneration Systems - With Focus on Cultural Differences between Australia and Germany. Master thesis, 2018 more…
  • Steinbach, Sarah Andrea: ALM-Optimization using Core-Satellite Decomposition and Robustification. Master thesis, 2018 more…
  • Wellbrock, Felix: On the Relation between Implied Cost of Capital and Stock Returns Using Models Including Current Earnings Forecasts. , 2018 more…
  • Wissing, Alexander: Forecasting claim inflation in non-life insurance using macroeconomic factors. Master thesis, 2018 more…
  • Zeller, Gabriela (FIM): Hawkes Processes in Insurance: Risk Modelling and Optimal Investment. , 2018 more…
  • Zheng, Xinyi (FIM): Deep Learning in Index Forecasting and Portfolio Optimization. Master thesis, 2018 more…

2017

  • Bednorz, Nico: Spurious regression and cointegration of unit-root time series. Master thesis, 2017 more…
  • Dörrie, Philipp (FIM): Stress testing with ROM simulation. Master thesis, 2017 more…
  • Fraga Esparza, Pablo Isaac : Rearrangement Algorithm. Master thesis, 2017 more…
  • Haas, Alexandra Valérie : Forecasting GDP for the Euro Area using Dynamic Factor Models for Mixed Frequency Data. Master thesis, 2017 more…
  • Han, Jae June : Risk Premia in Crude Oil Futures and Option Markets. Master thesis, 2017 more…
  • Havrylenko, Yevhen: Optimal fees in hedge funds with first-loss compensation using non-concave utility maximization. Master thesis, 2017 more…
  • He, Yiyi : Computational aspects for multivariate shortfall risk allocation. Master thesis, 2017 more…
  • Herold, Paul: Interpolation of Implied Volatilities via Chebyshev Interpolation. Master thesis, 2017 more…
  • Jürgensen, Kristofer: Modeling Seasonal Stochastic Volatility in Agricultural Futures Markets. Master thesis, 2017 more…
  • Klausz, Michael : Efficient Option Pricing by ‘Magic Points’ in one and two Dimensions. Master thesis, 2017 more…
  • Kronbauer, Thomas: Pricing and hedging Bermudas Swaptions. Master thesis, 2017 more…
  • Liu, Cancan: Optimal Mean-Variance portfolio Selection in Continuous Time via Markov-Modulated Stochastic Optimal Control. Master thesis, 2017 more…
  • Lubojanski, Martin (FIM): Diversity in Financial Risk Management – Revisiting the Lehman Sisters Hypothesis. Master thesis, 2017 more…
  • Mahler, Johannes: Stress testing of credit portfolio models. Master thesis, 2017 more…
  • Prinzbach, Diana (FIM): Hedging of bunker fuel cost with futures or forwards. Master thesis, 2017 more…
  • Spiegelberg, Leonhard (FIM): Model-free approaches for evaluation counterparty credit risk. Master thesis, 2017 more…
  • Tamburini, Andrea: Dynamic factor copula models and systemic risk in the banking sector. Master thesis, 2017 more…
  • Tobert, Dennis: Seasonal Stochastic Volatility in Commodity Markets. Master thesis, 2017 more…
  • Wieczorek, Jakub : Explaining aggregated recovery rates. Master thesis, 2017 more…
  • Wong, Shu Yeung: Low-rank tensor approximation methods for financial problems. Master thesis, 2017 more…

2016

  • Abend, Stephan: Bid-Ask Calibration of Lévy Models – Theory and Implementation. Master thesis, 2016 more…
  • Ailer, Elisabeth: Value-at-Risk Decomposition and Sensitivies. Master thesis, 2016 more…
  • Amtmann, Stefan: Statistical Tools for Fraud Detection in Hedge Fund Returns. Master thesis, 2016 more…
  • Becker, Jonas: Catastrophe Bond Pricing with Application to a left-truncated NatCat linked Loss Index. Master thesis, 2016 more…
  • Bergen, Volker (FIM): Robust multivariate portfolio choice with stochastic covariance in presence of ambiguity. Master thesis, 2016 more…
  • Bollman, Laslo (FIM): Predicting Influenza-Like Illness in the USA. Master thesis, 2016 more…
  • Borowiak, Przemyslaw: Sovency II: Standard formula vs. internal models. Master thesis, 2016 more…
  • Börsch, Annika: Multi-asset perspective on private equity. Master thesis, 2016 more…
  • Capuano, Annalaura : Overpriced OTC derivatives. Master thesis, 2016 more…
  • Cera, Katharina (FIM): General Semi-Markov Model for Limit Order Books: Theory, Implementation and Numerics. Master thesis, 2016 more…
  • Ding-Hirschfeld, Mei (FIM): Designing new ventures for serving foreign merkets – the evaluation and choice of sales channel(s) by the example of a Chinese home acceccories venture in Germany. Master thesis, 2016 more…
  • Fließbach, Carolin : Economic Scenario Generation – A Statistical Evaluation on the Example of a Stochastic Investment Model. Master thesis, 2016 more…
  • Gatzka, Fabian (FIM): Hybrid Methods for Valuing Executive Share Options & Numerical Experiments. Master thesis, 2016 more…
  • Glock, Christian: CVaR Portfolio - A Scenario-based Approach Using Copulas. Master thesis, 2016 more…
  • Gruber, Oskar: State-dependent Bootstrapping of Investment Strategies. Master thesis, 2016 more…
  • Han, Yang (FIM): Statistical and Empirical Properties of Factor Model Quantile Simulation. Master thesis, 2016 more…
  • Heuke, Jakob: Copula Modelling of Dependence in Multivariate Time Series. Master thesis, 2016 more…
  • Hiller, Maximilian: Optimal Investment Strategies under Illiquid Liabilities. Master thesis, 2016 more…
  • Hoffmann, Jannik: Inflation-Protected Investment Strategies. Master thesis, 2016 more…
  • Höhn, Vincent (FIM): Fee structures in hedge funds – An equilibrium between manager and investor. Master thesis, 2016 more…
  • Ivanova, Maria : Smart Beta: Funds Performance Evaluation. Master thesis, 2016 more…
  • Kaufmann, Florian (FIM): The effect of diversification on value for international financial institutions. Master thesis, 2016 more…
  • Kriebel, Paul (FIM): Portfolio optimization under regulatory constraints. Master thesis, 2016 more…
  • Kunzelmann, Sven: Endpoint Estimation in Extreme Value Theory with application to sport records. Master thesis, 2016 more…
  • Lachenmaier, Alexander: Minimum CVaR based portfolio construction – Comparing different strategies for CDS portfolios. Master thesis, 2016 more…
  • Lichtenstern, Andreas (FIM): Behavioral Finance Driven Investment Strategies. Master thesis, 2016 more…
  • Maslova, Valeriia : Multi-Asset CVaR: Minimizing Downside Risk of Multi-Asset Class Portfolios. Master thesis, 2016 more…
  • Michel, Daniel: Non-linear statistical models for incomplete data. Master thesis, 2016 more…
  • Mirosnikov, Matvei : Preselection of Financial Instruments for the Portfolio Replication. Master thesis, 2016 more…
  • Pötz, Christian: Chebyshev Interpolation for Parametric Option Pricing: Empirical and Theoretical Investigations. Master thesis, 2016 more…
  • Scherer,Julia (FIM): Who holds the Carbon Risk bomb? Overview of potential Risk Takers. Master thesis, 2016 more…
  • Seifert, Felix (FIM): The Impact of Time Series Models in Coherent Mortality Projection. Master thesis, 2016 more…
  • Sloot, Henrik: Exogenous shock models. Master thesis, 2016 more…
  • Stolz, Barbara (FIM): An Actuarial Analysis of Australian Retirement Village Contracts. Master thesis, 2016 more…
  • Teuma Manekeng, Stephanie : Vine Copula specifications for stationary multivariate time series. Master thesis, 2016 more…

2015

  • Altemeyer, Raphael: FEM for 2D Heston’s Pricing PDE. Master thesis, 2015 more…
  • Anzer, Gabriel: Modelling of Loan Recovery Rates. Master thesis, 2015 more…
  • Arbeiter, Michael: Bilateral CVA under Collateralization, Rehypothecation and Netting. Master thesis, 2015 more…
  • Asfaw, Zelalem: Interest Rate Risk Under Solvency II. Master thesis, 2015 more…
  • Bienek, Tobias: Constrained Portfolio Optimization. Master thesis, 2015 more…
  • Brummer, Ludwig: Liability Driven Investment Strategies. Master thesis, 2015 more…
  • Criens, David: Construction of Equivalent Martingale Measures. Master thesis, 2015 more…
  • Ebach, Eva Marie : On the Usage if Entropy Distributions to Quantify Investors Sentiment in Capital Markets. Master thesis, 2015 more…
  • Engel, Janina: One-factor Lévy-frailty copulas with inhomogeneous trigger rate parameters. Master thesis, 2015 more…
  • Felski, Nassi-Florian: Extracting the implied factor premiums from a FAMA-French three-factor model using implied cost of capital estimates. Master thesis, 2015 more…
  • Gschnaidtner, Christoph: Ein multivariates stochastisches Volatilitätsmodell für Anwendungen im Devisenmarkt. Bachelor thesis, 2015 more…
  • Ivanov, Ievgen: Copula Based Factor Models for Multivariate Asset Returns. Master thesis, 2015 more…
  • Jaser, Miriam: Ein Frühwarnsystem zur Beurteilung der Bonität börsennotierter Unternehmen. Master thesis, 2015 more…
  • Klotz, Stefan: Interantional Yield Curve Prediction with Common Functional Principal Component Analysis. Master thesis, 2015 more…
  • Kramlinger , Peter : Determining the Number of Factors in Approximate Factor Models. Master thesis, 2015 more…
  • Lingauer, Michael: FAVAR Modelle: Theorie, Schätzung und Anwendung. Master thesis, 2015 more…
  • Lui, Chang: Option Evaluation using Reduced Basis. Master thesis, 2015 more…
  • Mayer, Martin Anton: Consistent Estimation of Factor Models using principal components. Master thesis, 2015 more…
  • Melnikova, Ksenia : Calibration oft the affine LIBOR model. Master thesis, 2015 more…
  • Michel, Daniel: Non-linear statistical models for mixed frequency data. , 2015 more…
  • Munkelberg, Dennis: Comparison of estimation procedures for the structure of hierarchical Archimedean copulas. Master thesis, 2015 more…
  • Möbus, Lisa: Dynamic Factor Models : Estimation and Applications. Master thesis, 2015 more…
  • Neumann, Moritz: Entwicklung eines Optimierungsverfahrens für das Hedging von Optionen im Kundengeschäft. Master thesis, 2015 more…
  • Oganian, Maria: FEM for Heston’s and 2D Black-Scholes‘ Pricing PDE. Master thesis, 2015 more…
  • Panz, Sven: Pricing multiple barrier derivatives under stochastic volatility and random covariance. Master thesis, 2015 more…
  • Probst, Johannes: Analysis of Downturn Effects in the Modeling of Loss Given Default. Master thesis, 2015 more…
  • Schneider, Benedikt: Quantifizierung von CVA bei verallgemeinertem Wrong-Way-Risk Credit Value Adjustment with respect to generalized Wrong-way risk. Master thesis, 2015 more…
  • Schneller, Marvin: The impact of senior managers´ reputation on internal capital markets: Empirical evidence from the S&P 500. Master thesis, 2015 more…
  • Weichenberger, Andreas (FIM): Contingent Convertibles and the Extension Risk. Master thesis, 2015 more…
  • Welsing, Simon: Nonlinear Shrinkage estimation of Covariance Matrices for Portfolio Selection. Master thesis, 2015 more…
  • Will, Martin: Portfolio Insurance Strategies: Stop-Loss versus CPPI. Master thesis, 2015 more…
  • Wurzer, Tobias: The Regime-Switching Multi-Curve LIBOR Model. Master thesis, 2015 more…
  • Zawadzki, Emil : A two-step estimator for approximate factor models based on Kalman filtering. Master thesis, 2015 more…
  • Zimmermann, Maximilian: The Finite Element Method with Splines for Option Pricing. Master thesis, 2015 more…

2014

  • Amrhein, Lisa: Modellierung deutscher Wetterdaten mittels mehrdimensionaler Extremwerttheorie. Master thesis, 2014 more…
  • Bi, Monika: Generalized Principal Component Models – Next Generation. Master thesis, 2014 more…
  • Cossmann, Eike Alexander: Fortgeschrittene Life Cycle Asset Allocation. Master thesis, 2014 more…
  • Denk, Katharina: Optionality Properties in the Return Distribution of Hedge Fund Returns. Master thesis, 2014 more…
  • Eden, Markus: Pricing FX Forwards including bilateral counterparty risk and funding costs. Master thesis, 2014 more…
  • Fuchs, Markus: Markov-Switching Multifraktale Modelle mit Anwendungen. Master thesis, 2014 more…
  • Grobosch, Sonja: Diskrete Nicht-Wahrscheinlichkeits-Markt-Modelle: Transaktionskosten, Arbitrage und Implementierung. Master thesis, 2014 more…
  • Gschnaidtner, Christoph: Parameter recovery for the Heston stochastic volatility model. Master thesis, 2014 more…
  • Gu, Jingjing: Forecasting Electricity Prices Using Artificial Neural Networks. , 2014 more…
  • Gu, Jingjing: Anwendung künstlicher neuronaler Netze zur Strompreisprognose an der EEX. Master thesis, 2014 more…
  • Hegenloh, Samuel: Realoptions-Portfolios in Kraftwerkparks: Bewertung und optimale Ausübungsstrategien von gegenseitig abhängigen Optionen. Master thesis, 2014 more…
  • Hirt, Marcel: Zinsderivate in Multi-Curve-Modellen. Master thesis, 2014 more…
  • Hock, Andreas: Portfolio Loss Distributions for Asset-backed Securities with Moderately Heterogeneous Assets. Master thesis, 2014 more…
  • Hong, Zicheng: Numerische Methoden für rückwärts-stochastische Differentialgleichungen mit Anwendungen in Finanzmathematik. Master thesis, 2014 more…
  • Hüttner, Amelie: Bewertung und optimale Kapitalstruktur in einem strukturellen Kreditrisikomodell basierend auf einem Springprozess. Master thesis, 2014 more…
  • Ickenroth, Tim: Dynamic Investment Strategies under Behavioral Aspects. Master thesis, 2014 more…
  • Killiches, Matthias: Refinanzierungsrisiken. Master thesis, 2014 more…
  • Krieg, Korbinian: Variational Solution of the Pricing PDE for European Options in the CEV Model – Analysis and Finite Element Implementation. Master thesis, 2014 more…
  • Lorenz, Christian: Power Plant Valuation with Switching Options. Master thesis, 2014 more…
  • Morelli, Valerio: Goodness-of-fit tests for elliptical distributions. Master thesis, 2014 more…
  • Neginsky, Dmitry: Pricing and Hedging of VIX Options. Master thesis, 2014 more…
  • Polta, Florian: Äquivalante Martingalmaße in unvollständigen Märkten: Eigenschaften und Zusammenhänge. Master thesis, 2014 more…
  • Ruppert, Melchior: Factor Model Quantile Simulation of Stock Returns. Master thesis, 2014 more…
  • Schuberth, Steffen: Real Options in Strategic Management. Master thesis, 2014 more…
  • Sigle, Patrick: Hedging of structured products. Master thesis, 2014 more…
  • Stark, Tina: Development and Evaluation of a Robust Portfolio Modeling Approach with Budgeted Robustness. Master thesis, 2014 more…
  • Storhas, Dominik: Multiscale Causalities and Dependencies in Oil and Refined Product Markets – A Wavelet Coherence and Symbolic Wavelet Transfer Entropy Approach. Master thesis, 2014 more…
  • Su, Yue: The Herd Behavior Index – Implementation based on DAX index data. Master thesis, 2014 more…
  • Sun, Xiao: Mengenwettbewerb mit allgemeinen zeitlichen Entscheidungsstrukturen. Master thesis, 2014 more…
  • Walter, Sebastian: Credit Valuation Adjustments und Wrong-Way Risk – Eine umfassende Fallstudie zum Thema Risikomanagement von Gegenpartei-Risiko. Master thesis, 2014 more…
  • Wiersch, Claudia: Reduced basis method for option pricing in the CEV-model - Analysis and Numerical Implementation. Master thesis, 2014 more…
  • Zhang, Wenqian: Abhängigkeitsmodellierung mithilfe von Kopulas für Versicherungsrisiken. Master thesis, 2014 more…
  • von Bonhorst, Leopold: Empirische Identifikation heterogener Risikopräferenzen. Master thesis, 2014 more…

2013

  • Bao, Min: Bayesian Vector Autoregressive Models and their Applications. Master thesis, 2013 more…
  • Gauß, Annika: Wind Speed Simulation and Insurance Products for Wind Farm Investors. Master thesis, 2013 more…
  • Gengler, Christian: Non-Linear Filtering for Mean Reversion Processes with Heston Volatility. Master thesis, 2013 more…
  • Groß, Christina: Dynamische Portfoliooptimierung mit Hilfe eines Regime-Wechsel Modells. Master thesis, 2013 more…
  • Hiller, Martin: Option Pricing in a Black-76 Framework with Semi-Markov-Modulated Volatility. Master thesis, 2013 more…
  • Hümmer, Michael: Herdenverhalten auf experimentellen Finanzmärkten: Eine empirische Überprüfung theoretischer Erklärungen. Master thesis, 2013 more…
  • Kant, Benjamin: Saddlepoint approximation in portfolio default models with conditionally independent and identically distributed (CIID) default times. Master thesis, 2013 more…
  • Kraus, Daniel: Estimating default risk in the banking sector using financial stress indicators and Rregime switching models. Master thesis, 2013 more…
  • Krause, Daniel (FIM): Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options. Master thesis, 2013 more…
  • Leonhardt, Daniel: Modeling Commodity Futures Using a Cointegrated Extended Geometric Model. Master thesis, 2013 more…
  • Ramsauer, Franz: Pricing of Variable Annuities - Incorporation of Policyholder Behavior. Master thesis, 2013 more…
  • Rudolph, Benedikt: Estimation of continuous time stochastic covariance models. Master thesis, 2013 more…
  • Schmidt, Tim: Pricing Timer Options. Master thesis, 2013 more…
  • Stosch, Maximilian: Copulas: Statistical estimation and goodness-of-fit tests. Master thesis, 2013 more…
  • Zhou, Bianca Wenyü: Einkommensverteilung und intergenerationale Mobilität: Die Rolle von öffentlichen Bildungsausgaben. Master thesis, 2013 more…

2012

  • Abe, Christine : Valuation of Convertible Bonds using the Jump to Default Extended CEV Model. Master thesis, 2012 more…
  • Angerer, Christian von: Construction of arbitrage-free volatility surfaces - An empirical examination based on different market scenarios. Diplom thesis, 2012 more…
  • Beying, Christopher: Konzeption und Aufbau eines dynamischen Planungs- und Kontrollinstruments für das Startup miBaby. Diplom thesis, 2012 more…
  • Blum, Mathias: Asymptotic expansions for compound distributions in Operational Risk. Master thesis, 2012 more…
  • Bohner, Christian: Agent staffing in an Allianz customer service center subject to service level constraints. Diplom thesis, 2012 more…
  • Bredl, Thomas: The Economics of Orders, Decorations and Medals: Modelling and Testing Political Awarding Cycles. Diplom thesis, 2012 more…
  • Diewald, Laszlo: Seasonal patterns in commodity returns: MCMC estimation of time-dependent jumps. Master thesis, 2012 more…
  • Gaß, Maximilian: Laplace inversion pricing methodologies for portfolio default models. Master thesis, 2012 more…
  • Geldner, Daniel: Weather Derivatives and Electricity Demand Modeling. Master thesis, 2012 more…
  • Hannecker, Sebastian: Intraday-Spotpreismodellierung an Elektrizitätsmärkten. Diplom thesis, 2012 more…
  • Hasselmann, Gunnar: Entwicklung eines Optimierungsverfahrens zur Bestimmung der Eigen- und Fremdkapitalquote in der Finanzplanung eines Gaskraftwerks. Diplom thesis, 2012 more…
  • Hauptmann, Johannes: A Fast and Accurate Estimation of Risk Measurements for Large Mark-to-Market Credit Portfolios with Random Recovery and Correlation. Master thesis, 2012 more…
  • Hortig, Christian Andre: Simulation von Finanzszenarien mit verschiedenen Ansätzen. Diplom thesis, 2012 more…
  • Hörhammer, Stefan: Modellierung und Strukturierung von Assetportfolios - ein Markov Switching Ansatz -. Diplom thesis, 2012 more…
  • Jansen, Sebastian: Volatility as an asset class. Master thesis, 2012 more…
  • Kallert, Lisa: Tail Risk Hedging Strategies. Diplom thesis, 2012 more…
  • Kampert, Nils: Weather derivatives – Risk management of a portfolio. Master thesis, 2012 more…
  • Kishkurno, Dimitri: CPPI under Liquidity Risk. Diplom thesis, 2012 more…
  • Kostoposlos, Dimitrios: Investor Sentiment and the cross-section of Stock returns. Diplom thesis, 2012 more…
  • Kutzmutz, Monika: Genetische Information und private Versicherungen. Diplom thesis, 2012 more…
  • Leidner, Jan: Energy commodity price models and their implementation with the Kalman filter. Diplom thesis, 2012 more…
  • Link, Thomas: Central Banks as Lenders of Last Resort. Diplom thesis, 2012 more…
  • Lu, Sien: Variance Reduction Methods for Value-at-Risk Calculation. Master thesis, 2012 more…
  • Mahlstedt, Mirco: Pricing of multivariate derivatives with two barriers. Master thesis, 2012 more…
  • Matzeder, Michael: Data Snooping Tests on Technical Rules and Nearest Neighbor Algorithms. Master thesis, 2012 more…
  • Mitterreiter, Michael: Market crises and the 1/N Asset-Allocation Strategy. Master thesis, 2012 more…
  • Müller-Rensing, Sven-Lars: Coherence of production technologies and hedging activity of power supplyers. Diplom thesis, 2012 more…
  • Natolski, Jan: Simulation of jump diffusion processes and applications in pricing defautable securities. Master thesis, 2012 more…
  • Niedermeier, Melanie: Modeling Local Volatility Using Implied Trees. Master thesis, 2012 more…
  • Peintinger, Sebastian: Evaluating the Implied Cost of Capital from a Nonlinear Perspective. Master thesis, 2012 more…
  • Roemer, Nikolas: Modellrisikoanalyse des Common Background Vector Modells für Kreditrisiko. Diplom thesis, 2012 more…
  • Rupaner, Julia: Der Rearrangement Algorithmus. Master thesis, 2012 more…
  • Steinrücke, Lea: The LIBOR market model – a stochastic volatility extension of the LOG-normal model. Diplom thesis, 2012 more…
  • Sörgel, Nina: Variance reduction schemes for Monte Carlo methods in portfolio credit risk. Diplom thesis, 2012 more…
  • Vilensky, Aleksey: Zur Übertragbarkeit von Alterungsrückstellung in der privaten Krankenversicherung. Diplom thesis, 2012 more…
  • Weese, Martin: Modeling the Price Dynamics of CO2 Emission Allowances for Multiple Trading Periods. Master thesis, 2012 more…
  • Zhao, Wenting: Performance-Maße und deren Anwendungen. Diplom thesis, 2012 more…
  • Zheng, Lecong: Integrated scorecard rating model with macroeconomic forecast. Master thesis, 2012 more…

2011

  • Baureis, Thomas: Dynamic Efficient Frontiers. Diplom thesis, 2011 more…
  • Bernhart, German: Default Models Based On Scale Mixtures Of Marshall-Olkin Copulas: Properties And Applications. Master thesis, 2011 more…
  • Braun, Alexander: Credit Portfolio Modeling - Credit Risk vs. One-Factor Copula models. Diplom thesis, 2011 more…
  • Cheng, Yi: Liability Hedging. Master thesis, 2011 more…
  • Czembor, Piotr: Portfolio Optimization under Asset Pricing Anomalies. Diplom thesis, 2011 more…
  • Dietrich, Eva-Maria: Counterpartyrisk under IFRS. Diplom thesis, 2011 more…
  • Einig, Kolja: Pricing certificates under issuer risk in a stochastic volatility model. Diplom thesis, 2011 more…
  • Frielingsdorf, Tobias: Impact of factor models on portfolio risk measures. A structural approach. Master thesis, 2011 more…
  • Hoppenkamps, Anja : Der Kapitalmarktseismograph - Theorie und Anwendung. Diplom thesis, 2011 more…
  • Jäger, Christoph: Interest Rate Models for Scenario Generation. Diplom thesis, 2011 more…
  • Kemmler, Bastian: Portfolio Management und Performance Analyse - Strategisches Asset Management in einer simulierten Handelsumgebung. Diplom thesis, 2011 more…
  • Knöferl, Harald: Calibration of a real world economic scenario generator. Diplom thesis, 2011 more…
  • Landgraf, Jan: Option Pricing with Generalized Autoregressive Conditional Heteroscedastic Volatility Models. Diplom thesis, 2011 more…
  • Lazarovici, Remy Alexander: The impact of ownership concentration on voluntary IFRS adoption: An empirical analysis of European companies. Diplom thesis, 2011 more…
  • Ma, Shihe: Valuation of Options with Dividends using Monte Carlo Methods. Master thesis, 2011 more…
  • Machatschek, Pascal: Personnel scheduling at check-in counters subject to stochastic demand. Diplom thesis, 2011 more…
  • Maier, Duongmani: Stochastic Optimal Consumption Models. Master thesis, 2011 more…
  • Meier, Lorenz: Loss Aversion and Skill Heterogeneity in a Tullock Contest. Diplom thesis, 2011 more…
  • Neumann, Michael: The Dynamics of Risk-Neutral Higher Moments: Evidence from the S&P 500 Options. Master thesis, 2011 more…
  • Neykova, Daniela: Derivates Pricing under Stochastic Covariance with a Fast and a Slow Mean-reverting Component. Diplom thesis, 2011 more…
  • Reuß, Andreas: The alpha-stable regime switching model and its applications in Finance. Master thesis, 2011 more…
  • Schenk, Steffen: CIID models: A new multivariate default model based on CGMY-type processes. Master thesis, 2011 more…
  • Schmid, Ludwig: A new portfolio credit default model based on a CIID construction with shot-noise processes. Master thesis, 2011 more…
  • Schulz, Thorsten: A conditionally independence model for credit portfolios based on dependent intensities with incomplete information. Diplom thesis, 2011 more…
  • Schuster, Andreas: A Nonparametric Approach to Evaluate Switching-Options. Diplom thesis, 2011 more…
  • Schwaiger, Christoph: Modeling and valuing wind power plants using option theory. Diplom thesis, 2011 more…
  • Spitaler, Patrick: Pricing and hedging of CDO tranches using CIID models. Diplom thesis, 2011 more…
  • Syryca, Janik: The Implied Cost of Capital, a new approach with panel regression. Diplom thesis, 2011 more…
  • Ta Dinh, Khoa: Pooling - Gleichgewichte auf privaten Versicherungsmärkten. Diplom thesis, 2011 more…
  • Vicedom, Sebastian: Discrete option delta replication with proportional transaction costs. Master thesis, 2011 more…
  • Werner, Simon: Longstaff-Schwartz and LIBOR Market Model. Diplom thesis, 2011 more…
  • Wobst, Michael: Realized Covariance Modeling with Adaptive Approach. Diplom thesis, 2011 more…
  • Zhao, Jie: Credit CPPI – Constant Proportion Portfolio Insurance in Fixed Income Markets. Master thesis, 2011 more…

2010

  • Artinger, Helmut: Longevity Risk in the Pension Context. Diplom thesis, 2010 more…
  • Comparative studies of discrete-time limit order book models: CPPI strategies in a Markov switching framework. Diplom thesis, 2010 more…
  • Gross , Michael: Abnormale Ankündigungsrenditen bei Unternehmensübernahmen. Diplom thesis, 2010 more…
  • Hieber, Peter: Incorporating default risk in an equity portfolio optimization. Master thesis, 2010 more…
  • Hroß, Sven: Die Theorie der großen Abweichungen zur Schätzung von VaR und CVaR für Kreditportfolios. Master thesis, 2010 more…
  • Kraus, Carolin: Quantifizierung und Analyse von Liquiditätsrisiken. Diplom thesis, 2010 more…
  • Krimm, Theresa: Asset Allocation und Nachhaltigkeit in turbulenten Marktphasen. Master thesis, 2010 more…
  • Kroker, Matthias: Private equity investors in Europe - stock picking specialists or governance champions? Master thesis, 2010 more…
  • Liebhart, Valentin: The Market Risk of Listed Private Equity: An Empirical Analysis. Master thesis, 2010 more…
  • Linezki, Denis: Structural Credit-Risk Models. Diplom thesis, 2010 more…
  • Marchionini, Robert: Entscheidungstheorie und rationales Herdenverhalten in der Gesundheitsökonomie. Diplom thesis, 2010 more…
  • Mayer, Klaus: Kraftwerksbewertung mit Switching Optionen. Diplom thesis, 2010 more…
  • Müller, Stephan: Asset Management Simulation. Master thesis, 2010 more…
  • Niklas, Michael: Organallokation in den USA, Spanien und Deutschland - Vergleich der Allokationsalgorithmen und empirischer Aspekte. Diplom thesis, 2010 more…
  • Pankratov, Pavlo: Estimation of equity premia from credit risk premia and calibration and implementation of an approach based on credit agencies ratings. Diplom thesis, 2010 more…
  • Pleie, Frans-Mathis: Private Equity Investments and Managerial Incentives - An analysis of European companies. Diplom thesis, 2010 more…
  • Rauch, Johannes: Pricing of Commodity Derivatives and Derivatives on Commodity Indices. Master thesis, 2010 more…
  • Rubinov, Alexander: Delta Hedging With Regime Switching Implied Volatilities. Master thesis, 2010 more…
  • Schembera, Alexander: Messung von idiosynkratischen Risiken bei Leveraged Buy-out-Transaktionen. Diplom thesis, 2010 more…
  • Seibert, Annelene: Hedging von Variable Annuities mit Guaranteed Minimum Death Benefits. Diplom thesis, 2010 more…
  • Selch, Daniela: Libor Market Model with SABR-style Stochastic Volatility. Diplom thesis, 2010 more…
  • Stamm, Sebastian: Forecasting Commodity Spot Prices - An Empirical Analysis of Time Series and Futures-based Models. Master thesis, 2010 more…
  • Stibli, Martin: Realoptionen bei Investitionen in Humankapital - Eine bildungsökonomische Betrachtung in diskreter und stetiger Zeit. Diplom thesis, 2010 more…
  • Vogt, Christofer: A Fund of Hedge Funds under Regime Switching. Master thesis, 2010 more…
  • Yang, Y.: American Options in the Heston Model. Diplom thesis, 2010 more…

2009

  • Banholzer, Dirk: Intensity-Based Credit Risk Models. Diplom thesis, 2009 more…
  • Beyschlag, Georg: Do investment-cash flow sensitivities really exist for German firms? Evidence from the impact of Working Capital management, the influence of banks and the ownership structure. Master thesis, 2009 more…
  • Denkl, Stephan: On the Black-Scholes Strategy in Exponential Lévy Models. Diplom thesis, 2009 more…
  • El Moufatich, Fayssal: Economic Scenario Generators: Calibration, Simulation and Comparison from an ALM Perspective. Diplom thesis, 2009 more…
  • Ernst, Cornelia: The most reliable approach to measure Value at Risk adjusted for market liquidity. Master thesis, 2009 more…
  • Friederich, Tim: Credit Modeling of Hedge Funds. Master thesis, 2009 more…
  • Grossmann, Martin: M&A Activity of German Family Firms. Diplom thesis, 2009 more…
  • Grottenthaler, Cordula: Untersuchungen zu oberen und unteren Schranken von Basket-Optionen. Diplom thesis, 2009 more…
  • Gürses, Ertan: Empirische Untersuchung des Stromhandels - Ein europaweiter Vergleich von Strombörsen. Diplom thesis, 2009 more…
  • Hanke, Christian: Portfolio Optimization under Partial Information. Diplom thesis, 2009 more…
  • Hauck, Matthias: Wettbewerb im Non-Profit-Sektor - Eine theoretische Analyse. Diplom thesis, 2009 more…
  • Hippe, Yvonne: Das Heston LIBOR Market Model mit und ohne Shift-Parameter. Diplom thesis, 2009 more…
  • Kalepky, Markus: Implied Densities, Volatility Dynamics and Application to Delta-Hedging. Master thesis, 2009 more…
  • Kienlein, Georg: Produktqualität in vertikalen Monopolstrukturen. Diplom thesis, 2009 more…
  • Krayzler, Mikhail: An Empirical Analysis of Risk Factors for Calibration of a Credit Portfolio Model. Master thesis, 2009 more…
  • Kuate, Christel Merlin Kamga: A portfolio credit risk model driven by a time-change Lévy process. Diplom thesis, 2009 more…
  • Lahno, Amrei Marie: Bewertung von Early Exercise Produkten. Diplom thesis, 2009 more…
  • Leibner, Bernhard: Intensity-based credit risk models with stochastic recovery rates. Diplom thesis, 2009 more…
  • Lê, Minh: Variable Annuities mit GMWB Option. Diplom thesis, 2009 more…
  • Martinus, Thomas: Calibration of Stochastic Volatility Models. Diplom thesis, 2009 more…
  • Nehfischer, Thomas: Cheating in Contests. Diplom thesis, 2009 more…
  • Nenova, Mila: Das Markov Functional Model für die Bewertung von Zinsderivaten. Diplom thesis, 2009 more…
  • Olie, Andreas: Hedging von Express Zertifikaten. Diplom thesis, 2009 more…
  • Putzer, Magdalena: CDO Sensitivitäten gegenüber Modellannahmen. Diplom thesis, 2009 more…
  • Schlosser, Andreas: Falluntersuchungen von großen Verlustfällen in Finanzinstitutionen ? Eine Betrachtung aus der Perspektive des Risikomanagements. Master thesis, 2009 more…
  • Schwanecke, Fritz: Praxis der Vorstandsvergütung in Europa im Spannungsfeld von Vorstands- und Unternehmensinteressen. Diplom thesis, 2009 more…
  • Shenkman, Natalia: On discrete variance-optimal hedging in affine stochastic volatility models of the Ornstein-Uhlenbeck type. Diplom thesis, 2009 more…
  • Sossau, Florian: Semi-Analytical Models for Counterparty Exposure. Diplom thesis, 2009 more…
  • Tong, Siwen: Spread Option Valuation with Fourier Transform. Diplom thesis, 2009 more…
  • Voß, Moritz: On pricing derivatives on quadratic variations in time change levy models. Diplom thesis, 2009 more…
  • Wagner, Wolfgang: Berechnung arbitragefreier Volatilitätsflächen für Aktienoptionen. Diplom thesis, 2009 more…
  • Xu, Yanlan: Time-inhomogeneous portfolio liquidation. Diplom thesis, 2009 more…
  • Zhang, Qionghui: Numerische Bewertung amerikanischer Put-Optionen im Black-Scholes-Modell. Diplom thesis, 2009 more…
  • Zong, Yuhang: CPPI in Discrete Time. Diplom thesis, 2009 more…

2008

  • Baeva, Natalia: Kreditrisikomodellierung in Emerging Markets: Thorie und Anwendungen. Diplom thesis, 2008 more…
  • Balan, Ana-Maria: Stochastic Modelling of Private Equity - An Empirical Approach. Master thesis, 2008 more…
  • Benk, Janos: Calibration of the Das, Foresi, Balduzzi and Sundaram three-factor short rate model. Diplom thesis, 2008 more…
  • Biere, Andre: Robust CDS Pricing Routines in a Structural Default Model with Jumps. Diplom thesis, 2008 more…
  • Gong, Xi: Style Investing in Emerging Markets. Master thesis, 2008 more…
  • Gärtner, Andreas: Simulationsbasierte Verfahren zur Bestimmung varianzoptimaler Hedgingstrategien. Diplom thesis, 2008 more…
  • Hu, Wenjing: Bewertung exotischer Zertifikate in Modellen mit stochastischer Volatilität. Diplom thesis, 2008 more…
  • Huber, Michael: Zertifikateportfolios für Privatanleger. Master thesis, 2008 more…
  • Kobinger, André: Konstruktion von Private-Equity-Indizes. Diplom thesis, 2008 more…
  • Kroneberg, Ada: Empirische Untersuchung von Ausfall- und Recoveryrisiken in hybriden Modellen. Diplom thesis, 2008 more…
  • Löhner, Fabian: Structural mortgage models with additional borrowing and variable interest rates. Master thesis, 2008 more…
  • Muhr, Gerald: Empirische Untersuchung von Risikofaktoren zur Kalibrierung eines Kreditrisikomodells auf Portfolioebene. Diplom thesis, 2008 more…
  • Obernberger, Stefan: The Impact of the Sarbanes-Oxley Act on the Costs of Going Public - An Empirical Analysis. Master thesis, 2008 more…
  • Petram, Michael: Empirische Studien zum synergetischen Kapitalmarktmodell. Diplom thesis, 2008 more…
  • Riegler-Rittner, Sebastian: Performance of 130/30 Strategies. Master thesis, 2008 more…
  • Seegerer, Philip: Pricing Correlation Sensitive Cross-Asset Portfolio Derivatives. Diplom thesis, 2008 more…
  • Sprißler, Sabrina: Bildungsfinanzierung und Neue Politische Ökonomie - Eine Analyse des bildungspolitischen Entscheidungsprozessesin einer Demokratie. Diplom thesis, 2008 more…
  • Wang, Xiaogang: Modeling Financial Scenarios. Diplom thesis, 2008 more…

2007

  • Bartl, Melanie: Implied Dividends: High Frequency Data Analysis. Diplom thesis, 2007 more…
  • Bernhardt, Elena: Adjustable-Rate Mortgage-Backed Securities: Bewertung und optimale Beimischung in Zinsportfolios. Diplom thesis, 2007 more…
  • Böger, Christian: Optimal Stopping in Presence of Jumps. Diplom thesis, 2007 more…
  • Dimitrova, Cvetelina: Approximationsmethoden für konvexe semi-infinite Optimierungsprobleme. Diplom thesis, 2007 more…
  • Dost, Benjamin: Ansätze zur Monte-Carlo Simulation von Griechen. Diplom thesis, 2007 more…
  • Feng, Xiaolei: Parameter-Kalibrierung und Bewertung exotischer Optionen im Heston Modell. Diplom thesis, 2007 more…
  • Goy, Martina: Vergleich der Black Scholes-Strategie mit der varianz-optimalen Hedgingstrategie in exponentiellen Lévy-Modellen. Diplom thesis, 2007 more…
  • Grill, Michael: Schätzung von Risikomaßen mit Extremwerttheorie und Copulas. Diplom thesis, 2007 more…
  • Götz, Barbara: Stochastic Correlation - Pricing Spread Options and CDOs. Master thesis, 2007 more…
  • He, Yong: Credit Derivatives. Diplom thesis, 2007 more…
  • Hoffmann, Alwin: Realisierung einer modularen Plattform für den simulierten Handel auf Finanzmärkten. Master thesis, 2007 more…
  • Huber, Florian: Bildung, Fortschritt und ökonomische Ungleichheit. Diplom thesis, 2007 more…
  • Kandler, Stefanie: Correlation-Robust Replication of Volatility Swaps. Diplom thesis, 2007 more…
  • Kiechle, Andreas: CPPI Options. Master thesis, 2007 more…
  • Kuboth, Heiko: Bewertung von hochdimensionalen Derivaten mit Monte-Carlo-Simulation. Diplom thesis, 2007 more…
  • Mai, Jan-Frederik: Modellierung von Finanzmärkten mit Markov Switching Modellen. Diplom thesis, 2007 more…
  • Mayer, Barbara: Credit as an Asset Class. Master thesis, 2007 more…
  • Merz, Christina: Empirical Analysis of Credit Default Swaps. Diplom thesis, 2007 more…
  • Middelkamp, Christoph: Investigation of a procedure of robust portfolio optimization under elliptical distribution assumptions. Diplom thesis, 2007 more…
  • Milz, Klara Sofie: Bewertung von inflationsabhängigen Derivaten. Diplom thesis, 2007 more…
  • Nguyen, Khoa: Nichtparametrische Kalibrierung exponentieller Lévy-Modelle. Diplom thesis, 2007 more…
  • Oberdorfer, Katrin: Simulation von Lévy Prozessen und Testen des Momentenschätzers im BNS Modell (Projekt). Diplom thesis, 2007 more…
  • Rösch, Christoph: Asset Liability Management in Financial Planning. Master thesis, 2007 more…
  • Saffaf, Tarek: Bildungsfonds in Deutschland. Diplom thesis, 2007 more…
  • Schröder, Christina: Statisches Hedgen von Single Barrier Optionen. Diplom thesis, 2007 more…
  • Wagner, Maria: FFT-Methoden für Optionspreisbewertung in Lévy-Modellen. Diplom thesis, 2007 more…
  • Wallenhorst, Felix: CDOs und Intensitätsmodelle: Kreditportfoliosimulation durch bei der Kalibrierung implizite Korrelation. Diplom thesis, 2007 more…
  • Wiesent, Julia: Risk Management of Asian Hedge Funds - Comparison of different Models. Master thesis, 2007 more…
  • Wolf, Jürgen: Optimal asset allocation with Asian hedge funds and Asian REITs. Master thesis, 2007 more…
  • Zhang, Hailin: The LIBOR Market Model: LFM und LSM. Diplom thesis, 2007 more…
  • Zheng, Yiying: Liability Driven Investment Optimization. Diplom thesis, 2007 more…

2006

  • Blum, Benedikt: Deterministische Bewertung von Optionen in Lévy-Modellen. Diplom thesis, 2006 more…
  • Bundscherer, Jörg: Vergleich von LIBOR-Modellen und Zinsmodellen. Diplom thesis, 2006 more…
  • Fang, Bei: Different Methods Comparison for Portfolio Optimization. Diplom thesis, 2006 more…
  • Fang, Lei: Coherent Risk Measures in a Dynamic Setting. Diplom thesis, 2006 more…
  • Graf, Andreas: Optimierung von mehrperiodigen Asset-Modellen über quadratische Nutzenfunktionen. Diplom thesis, 2006 more…
  • Heiden, Maria: Commodities as an Asset Class. Diplom thesis, 2006 more…
  • Hermann, Elena: Die empirische Untersuchung des Unsicherheitsfaktors im Schmid-Zagst-Modell. Diplom thesis, 2006 more…
  • Höcht, Stephan: Comparing Default Probability Models. Diplom thesis, 2006 more…
  • Kessinger, Nikola: Bewertung und Analyse der statistischen Qualitätskennzahlen und ihrer Wirkungszusammenhänge am Beispiel eines Finanzdienstleistungsunternehmens. Diplom thesis, 2006 more…
  • Kraus, Julia: Option Pricing using the Sparse Grid Combination Technique. Master thesis, 2006 more…
  • Krivoborodov, Alexey: Visualisierung von Monte-Carlo-Methoden zur Portfolio-Optimierung mit Asynchronous JavaScript und XML (AJAX) (Projekt). Diplom thesis, 2006 more…
  • Muhle-Karbe, Johannes: Portfoliooptimierung in Modellen mit stochastischer Volatilität. Diplom thesis, 2006 more…
  • Nowak, Anabell: Öffentliche versus private Bildungsfinanzierung. Diplom thesis, 2006 more…
  • Reifinger, Kathrin: Bildung und Einkommensverteilung. Diplom thesis, 2006 more…
  • Rieder, Johannes-Martin: Berechnung des besonderen Zinsrisikos auf Basis der iTraxx Indexfamilie. Diplom thesis, 2006 more…
  • Sieslack, Frank: Ein Affines Modell zur Bestimmung von Kreditwürdigkeitsänderungen und Kredit Spreads. Diplom thesis, 2006 more…
  • Spangler, Manuela: Bewertung von nicht-handelbaren Krediten. Diplom thesis, 2006 more…
  • Stangl, Christian: Bewertung von Fixed-Rate Mortgage-Backed Securities mit ökonometrischen Prepaymentmodellen. Diplom thesis, 2006 more…
  • Stäbler, Dirk: Optionspreise in stochastischen Volatilitätsmodellen mit Sprüngen. Diplom thesis, 2006 more…
  • Torres Luna, Yolanda: Risk based Capital Allocation for a Specialty Insurance Company. Diplom thesis, 2006 more…
  • Ulbrich, Andreas: Integrated Asset Liability Management. Diplom thesis, 2006 more…
  • Utikal, Verena: Staatsverschuldung und Vermögensverteilung ? eine politökonomische Klammer. Diplom thesis, 2006 more…
  • Wimmer, Hannes: LIBOR Markt Modelle und Inflationsderivate. Diplom thesis, 2006 more…
  • Wintermantel, Thomas: Hedging in Illiquid Markets. Diplom thesis, 2006 more…

2005

  • Ahner, Thomas: Validierung des Modells von Lardy, Finkelstein, Yang und Khuong-Huu zur Berechnung eines eintägigen Credit-Value-at-Risk über Aktienäquivalenzpositionen. Diplom thesis, 2005 more…
  • Bauer, Iris: Risikotheoretische Betrachtungen zur Überschussgestaltung deutscher Lebensversicherungsunternehmen. Diplom thesis, 2005 more…
  • Borowski, Boris: Hedgingverfahren für Foreign-Exchange-Barrieroptionen. Diplom thesis, 2005 more…
  • Ferenczi, Isabella: Globale Optimierung unter Nebenbedingungen mit dünnen Gittern. Diplom thesis, 2005 more…
  • Fuhurer, Mohammed: Pricing of Embedded Options in German Life Insurance Contracts. Diplom thesis, 2005 more…
  • Hagedorn, Hendrik: Inflation-Linked Bonds. Diplom thesis, 2005 more…
  • Heller, Cornelia: Parameter estimation in affine stochastic volatility models. Diplom thesis, 2005 more…
  • Hirmer, Manuela: Style Classification of Hedge-Funds by Cluster Analysis. Diplom thesis, 2005 more…
  • Husar, Tobias: Investmentstrategien: Überblick und Performancevergleich. Diplom thesis, 2005 more…
  • Jakob, Thomas: Numerical valuation of the mean variance hedge in affine stochastic volatility models. Diplom thesis, 2005 more…
  • Liu, Li: Option Pricing Using Monte Carlo Simulation. Diplom thesis, 2005 more…
  • Lutz, Michael: Independent Component Analysis in Multifactor Models. Diplom thesis, 2005 more…
  • Meyer, Thomas: Integrierte Modellierung von Zins- und Aktienmärkten. Diplom thesis, 2005 more…
  • Mohm, Carolin: Asset-Backed Securities: Einfluss von Kreditzyklen auf die Bewertung von CDOs. Diplom thesis, 2005 more…
  • Reder, Ruth: Auto Trigger Securities: Closed-form Solutions and Applications. Diplom thesis, 2005 more…
  • Schmidtchen, Marc-Oliver: The Libor Market Model with Stochastic Volatility. Diplom thesis, 2005 more…
  • Stewart, Tobias: Numerische Verfahren zur Bewertung exotischer Optionen. Diplom thesis, 2005 more…
  • Tarkhanova, Olga: Long Term Measures. Diplom thesis, 2005 more…
  • Tempes, Michaela: Implementierung einer Copula-Toolbox unter Matlab. Diplom thesis, 2005 more…
  • Weiß, Tobias: Konsistente Modellierung von Asset Klassen. Diplom thesis, 2005 more…

2004

  • Amann, Carolin: Realoptionen in der Unternehmensbewertung. Diplom thesis, 2004 more…
  • Antes, Stefan: Empirische Validierung von hybriden defaultable Bond Modellen. Diplom thesis, 2004 more…
  • Dunkel, Veronika: Implementierung und Testen von verschiedenen Erweiterungen der klassischem Mean-Variance Optimierung. Diplom thesis, 2004 more…
  • Hampel, Kristina: Ermittlung und Integration von Marktprognosen in die Portfolio Optimierung. Diplom thesis, 2004 more…
  • Jesse, Arnold: Algorithmen zur vektorwertigen Portfoliooptimierung. Diplom thesis, 2004 more…
  • Klimm, Mathias: Vorstandsvergütung und finanzielle Performance in Deutschland. Diplom thesis, 2004 more…
  • Roth, Jeanette: Empirische Validierung intensitätsbasierter und hybrider defaultable Bond Modelle. Diplom thesis, 2004 more…
  • Scharschunski, Irene: Hierarchische Bayes-Modelle zur Analyse heterogener Präferenzen. Diplom thesis, 2004 more…
  • Schäffler, Alexander: Implementierung und Vergleich von Portfolio-Optimierungsproblemen mit unterschiedlichen Risikomaßen. Diplom thesis, 2004 more…
  • Stemmer, Bernhard: Der Einfluss von Wirtschaftsmedien auf das Entscheidungsverhalten von Investoren. Diplom thesis, 2004 more…

2003

  • Bauer, Christina: Schätzung von GARCH-Modellen mit Hilfe von Markov Chain Monte Carlo Methoden. Diplom thesis, 2003 more…
  • Brunner, Philipp: Strategische Assetallokation: Portfoliowahl für Langzeitinvestoren. Diplom thesis, 2003 more…
  • Drexler, Daniela: Entscheidungsfindung bei F&E-Projekten - Projektbewertung in Forschung und Entwicklung. Diplom thesis, 2003 more…
  • Fischer, Anja: Stochastic Volatility Modelling. Diplom thesis, 2003 more…
  • Fritzsche, Susanne: Ausgewählte Optionspreismodelle auf der Grundlage von Lévy-Prozessen. Diplom thesis, 2003 more…
  • Garschhammer, Claudia: Ein stochastisches Modell zur Ertragsoptimierung eines Sachversicherers. Diplom thesis, 2003 more…
  • Hüntemann, Aloys: Bewertung von Kreditderivaten mit dem Modell von Jarrow, Lando und Turnbull. Diplom thesis, 2003 more…
  • Kupka, Constantin: Bubbles and Crashes. Diplom thesis, 2003 more…
  • Schröder, Jasmin: Risikoaggregation als mehrdimensionale Faltung - Untersuchung mehrerer Ansätze. Diplom thesis, 2003 more…
  • Seybold, Stefanie: Bewertung modularer Produktionsstrukturen mittels der Realoptionspreistheorie. Diplom thesis, 2003 more…
  • Wenderoth, Stefan: Modellierung extremer Finanzmarktveränderungen mit Hilfe von Copulafunktionen. Diplom thesis, 2003 more…