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BAI Award 2018

Karol Schenk and Timo Hermann won the BAI Science Award 2018 for their bachelor thesis "Short-term forecast of stock returns through options data" and master thesis "Energy policy uncertainty: A real and financial risk? Empirical analysis for Germany".

 

Master Thesis Award 2018 of the KIT-Department of Economics and Management 

Timo Hermann's master thesis „Energy policy uncertainty: A real and financial risk?” was awarded the Faculty Award 2018 by the KIT Faculty of Economics and Management.

 

Swiss Derivative Awards 2018

Adili Yiligeer ranked second at the Swiss Derivative Awards 2018 for his master thesis „Applying Blockchain to OTC Derivatives”.

 

SEW-EURODRIVE-Foundation 2017 Award

As part of the elite Ernst Blickle Award Ceremony, the Foundation Board of the SEW-EURODRIVE Foundation honoured 18 young researchers with the study prize, each worth 2,500 euros. Paolo Manzano was honoured for his master thesis "Pricing of corporate bond market liquidity across market phases".

 

SEW-EURODRIVE-Foundation 2016 Award

As part of the elite Ernst Blickle Award Ceremony, the Foundation Board of the SEW-EURODRIVE Foundation honoured 18 young researchers with the study prize, each worth 2,500 euros. Michael Reichenbacher was honoured for his master thesis "Variance and Kurtosis Risk in Energy Markets: Implications on Risk and Wealth Management".

 

Master Thesis Award 2015 of the KIT-Department of Economics and Management

Philip Flück's master thesis „Pricing of liquidity risk in the U.S. corporate bond market” was awarded the Faculty Award 2018 by the KIT Faculty of Economics and Management. 

 

Swiss Derivative Awards 2016

Andreas Höcherl's master thesis „Filtered historical Simulation for Portfolios: Model Selection and Calibration” achieved first place at the Swiss Derivative Awards 2016.

 

BAI Award 2015

Julian Hess’ diploma thesis "Relative-Value Arbitrage in European Energy Commodity Markets" won the BAI Science Award 2015 of the Federal Association of Alternative Investments e.V.

 

Maravon Markets Award 2015

Philip Flück won the Maravon Markets Award with his master thesis "Pricing of liquidity risk in the US corporate bond market".

 

BAI Award 2013 

Martin Brosig was awarded the University Prize of the Deutsches Aktieninstitut for his master thesis "Empirical Study of Information Efficiency on the VIX/VIX Futures Market".

 

SEW-EURODRIVE-Foundation 2012 Award

As part of the elite Ernst Blickle Award Ceremony, the Foundation Board of the SEW-EURODRIVE Foundation honoured 21 young researchers with the study prize, each worth 2,500 euros. Tanja Siegrist was honoured for her diploma thesis "CDO Valuation using Dynamic Copula Models".

 

Diploma thesis award of the department of economics and management 2011

Thomas Schön is the winner of the Faculty Prize in 2011. His diploma thesis "Determining Default Intensity Dynamics of Individual Debtors using Top-Down Approaches" deals with the valuation of structured credit derivatives.

 

Heinrich-Hertz-Award 2010

Christian Schön was awarded the 2010 Heinrich Hertz Award For Financial Mathematics for his thesis "Estimating Implied Portfolio Default Intensities from iTraxx Tranches".

 

Study Award 2010 of the SEW-EURODRIVE Foundation (SEW-EURODRIVE-Stiftung)

SEW-EURODRIVE is one of the leading international companies for drive system technologies. In particular, the SEW-EURODRIVE Foundation promotes the scientific development and research in the field of technology and business, and honours outstanding achievements of students and scientists. Philipp Schuster was honoured for his thesis “Time Structure of Liquidity Spreads”.

SEW Eurodrive Preisverleihung

 

Faculty Award 2009 of the KIT Faculty of Economics and Management

Stefan Helber was honoured for his thesis „Valuation of CDO Tranches using Top-down Approaches". His thesis is about a form of credit derivatives- the so-called collateralized debt obligations, which have been of public interest since the current financial crisis. The thesis attempts to answer the question, which valuation approach to use for CDOs analyzing an innovative modeling approach - the top-down approach - and adapts it to market data, which is a very demanding problem from a methodical as well as an economic point of view.

 

GAUSS Young Talent Award 2008

The Gauss Award of the German Association of Insurance and Financial Mathematics (DGVFM) and the German Association of Actuaries (DAV) is considered as the highest national award in the field of applied research in the areas of financial and actuarial mathematics. The award-winner in 2008 is Daniel Müller for his thesis "Modeling and valuation of credit derivatives with Lévy processes".

 

Faculty Award 2009 of the KIT Faculty of Economics and Management

Daniel Stock was awarded for his thesis „Rating CDOs with Moody’s BET Model“. In his thesis, using an example CDO structure, he discusses the central function and structure and evaluates the effectiveness of the BET model, developed by the rating agency Moody's.

 

Werner von Siemens Excellence Award 2006

With its prize, Siemens AG honours outstanding diploma and master theses which are part of a technical or natural science degree program and which make an excellent contribution to the solution of future-oriented problems. In addition to the scientific performance, the innovativity and the practical feasibility of the introduced ideas are evaluated. Kevin Zander was honored for his diploma thesis on "Regime-Switching and Principal Component Analysis for the Modeling of Electricity Prices". In his thesis, he discusses and examines a new type of model for the Spot Electricity Price - the regime-switching models - with the goal of an hourly representation of spot prices.

 

Study Award 2005 of the SEW-EURODRIVE Foundation (SEW-EURODRIVE-Stiftung)

SEW-EURODRIVE is one of the leading international companies for drive system technologies. In particular, the SEW-EURODRIVE Foundation promotes the scientific development and research in the field of technology and business, and honours outstanding achievements of students and scientists. In 2005, Christopher Hollensteiner was honoured for his thesis "Collateralized Debt Obligations - Structural Analysis and Pricing"

 

GAUSS Young Talent Award 2005

The Gauss Award of the German Association of Insurance and Financial Mathematics (DGVFM) and the German Association of Actuaries (DAV) are considered the highest national award in the field of applied research in the areas of financial and insurance mathematics. The winner was Philipp Koziol for his thesis “Analysis of the failure probabilities generated by Copula and their effects on risk management".