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 under my supervision 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 also supervise QFAS and EME 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.