Bachelor Thesis
Every summer semester, I offer a Bachelor-Seminar after which a thesis can be written.
Master Thesis
Topics:
Topics TBA, emphasis will be in empirical option pricing and econometrics, asset pricing. You are very much encouraged to think of a topic yourself that you are interested in and to propose that topic via email or during office hours.
Rules:
There are a given number of slots each term, once they fill up, no additional theses will be handed out. Theses where I am the first reader have priority over thesis where I am only the second reader. Language is English in order to allow my assistants to read the theses. The thesis should be written by the student without much help from the institute. Thus, an outline draft will be accepted and commented on in week 2 of the thesis. The final version should then be completed independently by the student. For a very good grade, the thesis needs to contain a literature review, the presentation of some models, and an empirical or simulation study to analyze the presented models. I expect critical comments and a careful exposition of your own opinion. Good luck.