Degree theses
Why should you do your thesis here?
What we offer students who decide to do their bachelor or master’s degree thesis in our department:
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What we expect from you:
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Current subject areas and topics for bachelor and master’s theses
Overview:
Risik management [...] |
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(1) | Various Approaches to Measure an Assets Risk – Value at Risk (BA/MA) |
(2) | The Capital Asset Pricing Model – Application and new Developments (BA/MA) |
(3) | Analysis of High Frequency Financial Data – Realized Volatility, Volatility Clustering, Applications (MA) |
(4) | RiskMetrics and Application – Expected Shortfall, Coherent Measures (MA) |
(5) | Modeling and Evaluation of CreditMetrics (MA) |
(6) | Copula Modeling – Dependence Structure in Multivariate Distributions (MA) |
Statistical Methods of Process Control [...] |
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(1) | Tools of Statistical Process Control (BA/MA) |
(2) | Process Surveillance for Industrial Processes (MA) |
(3) | Application of Statistical Process Control in Public Health (MA) |
(4) | Evaluation of the Reliability of Production Processes (BA/MA) |
(5) | On the Detection of Structural Breaks in Economic Time Series (BA/MA) |
(6) | Premature Detection of Changes in Environomental Processes (BA/MA) |
Quantitaive Methods (for Financial Markets) [...] |
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(1) | Portfolio Selection under Uncertainty (MA) |
(2) | Multi-Period Portfolio Selection (MA) |
(3) | Time Series Models in Finance (BA/MA) |
Econometrics and their Applications [...] |
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(1) | Spatial Analysis of the German Property Market (BA/MA) |
(2) | Commuter Streams in Poland (BA/MA) |
(3) | Spatial/Temporal Analysis of Various Economic Indicators (BA/MA) |
(4) | Comparison of Various Time Series Models and their Application to Financial Data and Economic Indicators (MA) |
(5) | Long Memory Processes and their Applications (MA) |
Applied Statistics [...] |
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(1) | Default Prediction of Public Bonds / Bank Loans (BA/MA) |
(2) | Loss Given Default according the Basel Accords (BA/MA) |
(3) | Seasonal Effects in Time Series (BA/MA) |
(4) | Basics of Time Series Analysis and their Application (BA/MA) |
(5) | Spatial Models and their Application in Economic Processes (MA) |
Enviromental Statistics [...] |
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(1) | Estimating and Predicting a Spatial Process using Experimental Variogram Fitting (MA) |
(2) | Optimal Measurement Network Design – Minimizing the Kriging Variance (MA) |
(3) | Modelling of Renewable Energy (BA/MA) |
(4) | Analyzing and Evaluating Indices of Pollutants (BA/MA) |
(5) | Time Series and their Power to Forecast Using Environmental Data (BA/MA) |
(6) | Spectral Analysis of Time Series and their Application to Environmental Data (MA) |
(7) | Non- or Semiparametric Modelling of Pollutants (MA) |
An overview of previous bachelor and master’s degree theses (PDF)
Every thesis or seminar paper submitted will be checked using plagiarism recognition software!