In recent years, I have supervised dozens of bachelor’s and master’s theses from many areas related to quantitative finance, actuarial science, and environmental economics. All theses are expected to contain empirical work and/or deep mathematical modeling. The following list should give you an idea of the topics I am supervising for an EOR bachelor’s thesis:
- An empirical analysis of a temperature risk premium
- The ESG-efficient frontier: the effect of different preferences for sustainable investments on portfolio performance and equilibrium asset pricing
- A comparative analysis of current credit risk management models
Many master students prefer writing their master’s thesis in cooperation with a company. I am perfectly fine with this approach, but I am also willing to supervise QFAS master’s theses that are not related to an internship.
- A comparative analysis of popular option pricing models
- An arbitrage-free dynamic Nelson-Siegel model
- Climate risk factors in the term structure of interest rates
- Deep Learning in Asset Pricing
- Investigating flood risk insurance feasibility in the Netherlands
- The asset pricing and risk management implications of climate transition risks
If you are interested in writing your master’s thesis under my supervision, please let me know.