{"id":1052,"date":"2023-09-14T10:09:01","date_gmt":"2023-09-14T10:09:01","guid":{"rendered":"http:\/\/christoph-hambel.de\/?page_id=1052"},"modified":"2024-03-23T19:45:10","modified_gmt":"2024-03-23T19:45:10","slug":"thesis-supervision","status":"publish","type":"page","link":"http:\/\/christoph-hambel.de\/?page_id=1052","title":{"rendered":"Thesis Supervision"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">In recent years, I have supervised dozens of bachelor&#8217;s and master&#8217;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 <a href=\"https:\/\/www.tilburguniversity.edu\/education\/bachelors-programs\/econometrics-and-operations-research\" data-type=\"link\" data-id=\"https:\/\/www.tilburguniversity.edu\/education\/bachelors-programs\/econometrics-and-operations-research\">EOR<\/a> bachelor&#8217;s thesis:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>An empirical analysis of a temperature risk premium<\/li>\n\n\n\n<li>The ESG-efficient frontier: the effect of different preferences for sustainable investments on portfolio performance and equilibrium asset pricing<\/li>\n\n\n\n<li>A comparative analysis of current credit risk management models<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Many master students prefer writing their master&#8217;s thesis in cooperation with a company. I am perfectly fine with this approach, but I also supervise <a href=\"https:\/\/www.tilburguniversity.edu\/education\/masters-programs\/quantitative-finance-and-actuarial-science\" data-type=\"link\" data-id=\"https:\/\/www.tilburguniversity.edu\/education\/masters-programs\/quantitative-finance-and-actuarial-science\">QFAS<\/a> and <a href=\"https:\/\/www.tilburguniversity.edu\/education\/masters-programs\/econometrics-and-mathematical-economics\" data-type=\"link\" data-id=\"https:\/\/www.tilburguniversity.edu\/education\/masters-programs\/econometrics-and-mathematical-economics\">EME<\/a> master&#8217;s theses that are not related to an internship.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>A comparative analysis of popular option pricing models <\/li>\n\n\n\n<li>An arbitrage-free dynamic Nelson-Siegel model<\/li>\n\n\n\n<li>Climate risk factors in the term structure of interest rates<\/li>\n\n\n\n<li>Deep learning in asset pricing<\/li>\n\n\n\n<li>Investigating flood risk insurance feasibility in the Netherlands<\/li>\n\n\n\n<li>The asset pricing and risk management implications of climate transition risks<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">If you are interested in writing your master&#8217;s thesis under my supervision, please let me know.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>In recent years, I have supervised dozens of bachelor&#8217;s and master&#8217;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&#8217;s thesis: Many master [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-1052","page","type-page","status-publish","hentry","col-lg-4 col-md-6"],"_links":{"self":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages\/1052","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1052"}],"version-history":[{"count":8,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages\/1052\/revisions"}],"predecessor-version":[{"id":1177,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages\/1052\/revisions\/1177"}],"wp:attachment":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1052"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}