Mas­ter Sem­i­nar Quan­ti­ta­tive Meth­ods

Description

Our chair continuously offers the Master seminar "Quantitative Methods".
In this seminar you learn about Financial Market Analysis, Time Series Econometrics and Risk Management.
Students have to write a seminar paper and present the results to the other participants in a blocked seminar.

Requirements

  • An independent empirical of quantitative study forms the core of the work.
  • For topic selection, please hand in a preference list with at least 3 topics.
  • Scope: Alone 15 pages (+/-1 page), 20 pages (+/- 1 page) for groups of 2 and 25 pages (+/-1 page) for groups of 3.
  • In group work, students must clearly indicate who was responsible for which part of the work (it is possible for more than one student in the group to be responsible for a chapter). Each student will receive an individual mark.
  • Use of an appropriate statistical software (such as R, MATLAB, STATA, etc.) is recommended.
  • A mere literature review is not sufficient.
  • The seminar paper must be written in English.
  • Further tips and formal requirements can be found in theguidelines.
  • Preparation time: 9 weeks. Afterwards, presentations of the seminar papers will be held in a blocked seminar.
  • Assessment: 60% written work, 40% presentation.
  • A LaTeX-Template for writing the Seminar Paper can be foundhere.

Topics

A list of possible topics for the Master Seminar "Quantitative Methods" can be found here.