Institute of Mathematical Finance
- 1:
People.- 1.1:
Prof. Dr. Robert Stelzer.- 1.1.1:
Publications and Preprints. - 1.1.2: Research Interests.
- 1.1.3: Teaching.
- 1.1.4: Supervision Bachelor/Master Theses.
- 1.1.5: PhD Students.
- 1.1.6: Organised Scientific Events.
- 1.1.7: Various Information.
- 1.1.8: Talks.
- 1.1.1:
- 1.2: Dr. Gerhard Stahl.
- 1.3: Eva Nacca (office).
- 1.4: Dr. Zywilla Fechner.
- 1.5: Dr. Marc Wittlinger.
- 1.6: Former members.
- 1.1:
- 2: Courses.
- 3: Upcoming Events.
- 4: Past Events.
- 5: LBBW Trading Room.
- 6: MSc Finance.
- 7: Contact.
- 8: The Faculty.
Bachelor and Master Theses
Students intending to write a Bachelor or Master thesis are very welcome to contact me. Topics in financial mathematics, probability and mathematical statistics are continuously on offer.
Please write an email summarising your interests and in detail the courses taken during your studies, as well as the time when you want to start with your thesis. Moreover, please come a week or two after sending the email with the information to my contact hours.
Possible topics for master theses include: to follow
Possible topics for bachelor theses include: to follow
Topics of former Master Theses at Ulm University
- Estimating the Ornstein-Uhlenbeck Stochastic Volatility Model using Characteristic Functions, August 2012
- Portfolio Insurance with Jumps, May 2012
Topics of former Bachelor Theses at Ulm University
- Bilateral Gamma Distributions and Processes in Financial Mathematics, September 2012
- Pairs Trading - A Time Series Approach, February 2012
Diploma, Master and Project Theses at TU München:
- Weilong Su (TUM), Master Thesis, Bivariate extreme value analysis for remote sensing data, September 2011
- Thomas Tosstorff (TUM), Diplomarbeit, Statistical Analysis of supOU processes, June 2011
- Florian Fuchs (TUM), Diplomarbeit, On the Spectral Representation of Lévy and Multivariate CARMA Processes and Related Mixing Properties, October 2010
- Maria Graf (TUM), Diplomarbeit, Parametric and Nonparametric Estimation of Positive Ornstein-Uhlenbeck Type Processes, December 2009
- Oliver Pfaffel (TUM), Diplomarbeit, Option Pricing in Multivariate Stochastic Volatility Models of OU Type, November 2009
Hauptpreis der Studierendenkonferenz der DMV 2010
- Florian Fuchs (TUM), Projektarbeit, Probabilistic Analysis of Multivariate GARCH Models, September 2009
- Oliver Pfaffel (TUM), Projektarbeit, Wishart Processes, September 2008
- Marcelo J. Alvisio (Massachusetts Institute of Technology), Simulation of multivariate CARMA processes, Research Internship within the RISE-programme of DAAD, 3.6. - 28.7.2007