Objectives
The objective of this seminar will be to provide the necessary skills for writing a master's thesis. It is intended to prepare the students for dealing with academic literature. There will be a theoretical review of basic methodology. Moreover, some problems may be analyzed empirically depending on the general topic.
Course Structure
Subject
This seminar comprises topics ranging from risk and investment management to insurance. Examples from past semesters are:
- Value-at-Risk-calculation for bond portfolios based on interest rate scenarios (risk management)
- Investment strategies on the basis of risk-adjusted performance measures (investment management)
- Solvency II: Catastrophe risk in indemnity insurance (insurance)
Requirements
In order to attend the seminar, participants must enroll in Portal². Moreover, the following admission requirements have to be satisfied.
Students in Master's Program: Successful participation in
- FIN 560 Risk Management / Insurance I (8 ECTS, HWS)
or - FIN 561 Risk Management / Insurance II (8 ECTS, FSS)
or - FIN 660 Quantitative Risk Management (4 ECTS, FSS)
These requirements have to be verified with a Transcript of Records, which you need to bring to the Assignment of Topics.
- FIN 560 Risk Management / Insurance I (8 ECTS, HWS)
Processing
The list of assigned topics as well as the slides for the presentations will be provided on Ilias.
Important information concerning the term paper
- The time frame for writing the thesis is eight weeks
- Please pay attention to our formal guidelines on writing an academic paper
Important information concerning the presentation
- Duration of presentation: 20 min. + discussion
- No specific requirements regarding amount and design of slides by the chair
- Attendance of all presentations is mandatory
The final grade is based on the written thesis, the presentation as well as on active participation in the discussions of the presentations.
Evaluation Results