Thesis Supervision

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.