Teaching &
Supervision

Supervision

Part of my job is the supervision of master’s and bachelor’s theses. In general, you’re highly welcome to write your thesis with me as a co-supervisor. 2 points, however, are essential. I expect that you aim for a high-quality thesis. It is crucial that you are motivated to walk the so-called extra mile, and your topic should thematically fit my research interests. Moreover, be aware of the following rules:

If you are interested in writing a Master’s or Bachelor’s thesis with me, please feel free to inform me after class or write me an email. In this email, you should mention the topic you are interested in as well as a rough sketch of your research strategy. In addition, you should provide a short motivation and the relevant classes that you have attended (mention them in your email and attach your proof of performance (Leistungsübersicht)). As long as I have capacities and your research idea fits my research interests, I’m happy to work with you.

You can either select a topic from the list provided below or suggest an own idea for a thesis, which, however, should fit into my research interests, which is broadly sustainable finance. If you suggest your own topic, I expect you to send me a written summary of the research project with the relevant academic literature and ideas for an empirical strategy.

Topics that you might find interesting:

  • Mutual Funds and Sustainable Finance
  • Financial Advisers and Misconduct
  • Green Bonds and their Performance
  • Salaries in the financial industry over time
  • Optimal taxation on fossil fuel in general equilibrium
  • Carbon emission regulation: quantities vs prices (Bachelor thesis)

Most important is that you are interested in your topic. You will spend quite some time with it. Keep also in mind that your topic can serve as a signal to future employers.

I am looking forward to meeting you for a discussion about your topic.

Note that all the information provided here is not official. Please consult the homepage of the institute in case of any doubt. There you can also find general information about writing a thesis at the Department of Banking and Finance at the University of Zurich.

If you write your thesis together with me, please use the provided template. Here you find also some more guidance how to write a good thesis. Obviously, you can also use the template if you write your thesis somewhere else.

Teaching

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Die (Dys-) Funktionen der Finanzmärkte

Die Finanzkrise 2008 hat die Frage nach der Verantwortung des Finanzsektors aufgeworfen. In dieser Vorlesung werden die Aufgaben eines funktionerenden Finanzsektors als auch die aktuellen Fehlentwicklungen beleuchtet.

 

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Environmental and Financial Sustainability

Sustainability refers to the long-term welfare of a system. Our social, economic, and physical environments are strongly connected and the welfare of one subsystem depends on the welfare of the other subsystems. This course focuses on two key aspects of sustainability, analyzing the financial and environmental dimensions.

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Continous Time Quantitative Finance

The course focuses on the theoretical foundations of modern derivative pricing. It aims at deriving and explaining important option pricing models by relying on some mathematical tools of continuous time finance.
 
 

Fairness to students

I strive to treat students with dignity and fairness. This does not mean that I will agree with your ideas. If you feel that I have been unfair in any way, please let me know. It takes courage to do so.

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