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Master Thesis of the Finance and Banking Research Group

  • Basic idea

    • A Master thesis is (undoubtedly) a scientific work.

    • You must choose between topics from the standard and those from the research track.

  • Topics of the standard tracks

    • Topics of the standard tracks are easier to handle. However, they might not be "exciting" enough for ambitious students.
    • It is not possible to suggest own topics. Instead you must chose one topic from the following list:
    1. Methods of term structure definition and estimation across countries
    2. Term structure of interest with taxes
    3. Performance measurement: different measues and their consequence on ranking of outcomes
    4. Computation of Value at Risk
    5. Models for dividends, annual profit, Ebitda etc. and their empirical implementation
    6. Capital Asset Pricing Model (CAPM) and asset pricing on segmented markets
    7. Empirical implementation of Islamic Finance
    8. Portfolio Selection with stocks
    9. Hedging
    10. Mimicking portfolios: GNP, size effect, Momentum, signals
    11. Estimation of default risk from historical data and stock prices
    12. Model calibration so that models can be practically applied.

  • Topics of the research track

    • Topics of the research tracks are technically more challenging and, hence, require a higher degree of scientific curiosity and self-organization.

    • They are individually negotiated during a mentoring meeting and deal with research topics of the Finance and Banking Research Group.

  • Organizational details

    • Choice of a general topic (should not be confused with the specific topic!)
    • Regular meetings with the supervisor to structure the thesis
    • Identification of a specific topic
    • Design of a detailed structure: Each section must contain information regarding its contents and why these contents are needed.
    • Registration for the Master thesis: The legal prerequisites are checked by the examination office. Hence, we recommend that start the registration procedure approximately 14 days before the desired starting date of the thesis. The registration procedure includes: you fill out the registration form, hand in the form - just put it into our post box. We will then sign the form and send it for you to the examinatin office.
    • The specific topic of your Master thesis is handed out by your supervisor. After sucessful registration the examination office will send us a form containing the following information: specific topic as well starting time and deadline for submitting the Master thesis. Further organizational details can be found on the webpage of the examination office.
    • Regular meetings with the supervisor to structure to document the progress of the thesis

  • Recommendation

    If you have already done an industry- or research-oriented Graduate Reseach Project, we strongly recommend that you write your Master thesis on the same topic.

  • Requirement to write a Master thesis

    Only the requirements mentioned in the examination regulations; no additional requirements.

  • Guidelines regarding formal requirements and scientific quotation