Master Alumnae and Alumni

Title: Welfare Effects of Unilateral Information Disclosure

Under supervision of Prof. Dr. Dominik Karos

Placement afterwards: Doctoral Student at IMW (CUDE)

Some personal words: 
Having already attended lectures on advanced microeconomics and game theory at the IMW, it became quickly clear to me that I wanted to write my master's thesis in this area. The thesis was the gateway for me to an internship in the related field of economic competition consulting and laid the foundation for my first research project within the context of my doctoral studies.
 

Master Thesis: "Methods of Martingale Optimal Transport in Finance"

Under supervision of Prof. Dr. Frank Riedel

Placement afer graduation: Underwriter at Hannover Rück

Some personal words:
During my master's studies, I developed a keen interest in Financial Markets and General Equilibrium Theory. This passion led me to write my master thesis in the finance field under the guidance of Prof. Dr. Frank Riedel. Furthermore, the academic setting at the IMW introduced me to risk management concepts such as Value at Risk and Tail Value at Risk, which remain fundamental to my work today. My connection to Hannover Rück, where I completed an internship and later worked as an Actuary P&C Trainee, also originated through the IMW. Currently, I contribute to the structured reinsurance sector, offering 
customized solutions to insurance companies, where my mathematical skills and the problem-solving tenacity acquired during my studies are instrumental in mastering the complex tasks encountered in the day-today work. 

Contact: https://www.linkedin.com/in/drekshagen/

Thesis: “Optimal Insurance and Equilibria under Knightian Uncertainty”

Under the supervision of Prof. Dr. Frank Riedel and Jun.-Prof. Dr. Max Nendel

Placement afterwards: Doctoral Researcher at the IMW

Some personal words: 
Navigating an open-ended problem in my master thesis revealed the unique highs and lows of research. It has sharpened my intuition and indicated to me when it’s wiser to make a cut. The invested time provided valuable insights, fueling my drive for a PhD in this area. 

Contact: https://www.linkedin.com/in/fynn-louis-närmann-19ba39225/
 

Thesis: "On an Irreversible Investment Problem with Two-Factor Uncertainty"

Under the supervision of Giorgio Ferrari

Placement afterwards: Doctoral Researcher at IMW

Personal words:
Writing my master thesis at the IMW gave me some first insights into doing research at the intersection of mathematics and economics. This positive experience encouraged me to deepen my knowledge in this field and to pursue a PhD.

Thesis: "Speculative Attack to a Target Zone Policy: a Stochastic Control Problem for a Reflected Diffusion"

Under supervision of Prof. Dr. Giorgio Ferrari

Placement afterwards: Pricing Actuary for Longevity Business in the UK at Hannover Re

Some personal words:
To see where all the theoretical stuff one learned could possibly be applied in the real world motivated me to write my thesis in mathematical Finance instead of pure math.
I was very glad about this decision since I loved to work on a topic that was motivated by a real world event namely the so-called Black Wednesday.
I also really appreciated Giorgio Ferrari's support while I was writing my thesis.

Thesis: "Model Uncertainty of Regulatory Risk Measures"

Under supervision of Prof. Dr. Maren Diane Schmeck

Placement afterwards: Treasury Manager at LESCHACO - Lexzau, Scharbau GmbH & Co. KG

Contact: www.linkedin.com/in/franziska-piosek

Thesis: "Seasonal Stochastic Volatility for Options on Futures in Energy Markets – Chances and Limits of Black‘s Formula"

Under supervision of Prof. Dr. Maren Diane Schmeck.

Placement afterwards: Doctoral Researcher at the IMW

Some personal words:
During my master thesis, I investigated models of mathematical finance and connected them with topics related to energy markets. This first scientific experience encouraged me to write my dissertation in the area of energy finance.

Website:
https://sites.google.com/view/annika-kemper/contact
Contact:
https://www.linkedin.com/in/annikakemper/

Thesis: „Quantile-based Risk Sharing“

Under supervision of Prof. Dr. Maren Diane Schmeck

Placement afterwards: Executive Assistant | Project Manager at BOGE Kompressoren

Some personal words: 
The choice of the "Finance" profile in the master's program encouraged me to also write my master's thesis in this area. I was able to deepen my interest in the topic of risk sharing by writing this master's thesis and also apply the methods and approaches in my current projects and activities.

Contact: 
https://www.linkedin.com/in/dorothea-kluth-a2723b214/

Thesis: "Convex duality as approach to solve stochastic, dynamics problems of investment and consumption." 

Under supervision of Prof. Dr. Frank Riedel

Placement afterwards:  COO & Co-Founder at Valuedesk

Website:
http://www.valuedesk.de

Contact:
https://www.linkedin.com/in/cutraro/

Thesis: "The dynamics of cultural traits"

Under supervision of Dr. Tim Hellmann 

Placement afterwards: Business Intelligence Developer at Goldbeck GmbH
 
Some personal words: 
During my studies at the IMW, I liked the challenge to understand complex theories in order to apply them to new situations. This was the foundation for me to constantly develop new complex structures and new content in the business enterprise. 
 

Thesis: "Consumption and Portfolio Optimization under Knightian Uncertainty"

Under supervision of Prof. Dr. Frank Riedel

Placement afterwards: Doctoral Researcher at the IMW

Some personal words:
Describing real world phenomena by mathematical models was fascinating me a lot during my studies. Also, I was very interested in applying new mathematical theory, and my master thesis gave me the opportunity to do so. This experience encouraged me to follow a PhD after.

Thesis: "On the Optimal Control of Public Debt"

Under supervision of Prof. Giorgio Ferrari

Placement afterwards: Doctoral Researcher at the IMW

Some personal words:
The master thesis at the IMW was my way to win first impressions about how research in the filed op optimal control theory is done. This impressions enabled me to decide to continue with this topic and to write a PH.D thesis in this field.

 

Contact: https://www.linkedin.com/in/patrick-schuhmann-12a134234

Thesis: "Trading Volume, Risk Aversion and Public Announcements – Heterogeneous Risk Aversion as a Reason for Trading Volume"

Under supervision of Prof. Christoph Kuzmics

Placement afterwards: Doctoral Researcher at the IMW

Some personal words:
Writing my master thesis at the IMW gave me the opportunity to explore my own ideas and to choose a topic that matched my interests. My master studies strengthened my interest in scientific work and encouraged me to pursue a PhD and an academic career.

Website:
https://sites.google.com/view/pahlke