Institute for Finance - Department Financial Engineering and Derivatives

Current and Completed Student Research Projects and Final Theses (since 2008)

Ongoing Theses

  • Option Market Liquidity
  • Information Asymmetry in the Crypto-Token Market - Can IEOs enhance investors' trust?
  • Tokenization of Assets
  • The Impact of Liquidity and Fund Flows on Corporate Bond Returns


Completed Bachelor Theses

  • Noise of Index Options (2020)
  • Sources behind the variance risk premium on German government bond markets (2020)
  • Variance risk premiums on German government bonds (2020)
  • Which factors act as value drivers of crypto currencies? (2019)
  • The implied Volatility Term Structure Shape predicts Option Returns (2019)
  • Investor sentiment and option returns (2019)
  • Evaluation of asset pricing models taking into account irrational fund investors (2019)
  • Predicting the liquidity of the bond market using machine learning approaches (2019)
  • Cryptocurrencies and Social Media (2019)
  • Value driving features of crypto currencies: An empirical analysis (2019)
  • Managing Price Risks in the Petrochemical Value Chain (2019)
  • Forecasting the U.S. Stock Market Illiquidity using Machine Learning Techniques (2019)

Further completed Bachelor theses


Completed Master Theses

  • Asset Pricing Factors in Cryptocurrency Markets 
  • Intermediary Asset Pricing with Multiple Intermediaries (2020)
  • Stock Returns and the COVID-19 Pandemic (2020)
  • Methods to Determine the Impact of Liquidity on Bond Returns - Fama-MacBeth vs.GMM (2020)
  • Securities Lending and its Influence on the Price of the Underlying (2020)
  • Can shocks to the crypto-currency market identify price-relevant forms of crypto-currencies? (2020)
  • Forecasting Stock Liquidity with Machine Learning Techniques (2020)
  • Bitcoin Options - Pricing and Comparison with traditional Equity Option Markets (2020)
  • Measurement of option liquidity (2020)
  • Comparison of different methods for calculating option returns in a simulation study (2019)
  • Impact of the Return Calculation Methodology on Option Price Anomalies (2019)
  • Pricing of powerplants as option under liquidity constraints (2019)
  • Capital requirements and option yields (2019)
  • Measuring liquidity in the bond market - a peer group approach (2019)
  • Influence of the illiquidity of the underlying on the option price and its bid-ask spread (2019)
  • Modelling and estimation of implied volatilities (2019)
  • Development of a model for fraud detection at the time of application (2019)
  • Valuation Shopping of Structured Product Funds (2019)

Further completed master theses


Completed Diploma Theses

Completed diploma theses


Completed Student Research Projects

Completed student research projects