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Recent Projects

Title: Co-Integration in Energy Markets
Author(s): Dandan Zhao, Institute for Banking and Finance, University of Zurich
Corporate Partner:
EGL (now Axpo)
Supervising Professor(s): Walter Farkas
Title: Scenario Generation for Risk Management—Implied Volatility Dynamics Modeling
Author(s): Thomas Weber, MSc in Quantitative Finance, ETH Zurich / University of Zurich
Corporate Partner:
Credit Suisse AG
Supervising Professor(s):
Title: Stochastic Volatility Modeling in Energy Markets
Author(s): Cora Drimus, Institute for Banking and Finance, University of Zurich
Corporate Partner:
EGL (now Axpo)
Supervising Professor(s): Walter Farkas
Title: Strategic Direction of Swiss Private Banks
Author(s): Kristof I. Trautwein, MSc in Business and Economics, University of Basel
Corporate Partner:
Swiss Bankers Association & the Association of Swiss Private Banks
Supervising Professor(s): , Pascal Gantenbein
Title: Pricing and Hedging of Counterparty Credit Risk
Author(s): Luca Dominedo, Institute for Banking and Finance, University of Zurich
Corporate Partner:
KPMG
Supervising Professor(s): Walter Farkas
Title: Effect of Taxes on Strategic Asset Allocations
Author(s): Bekim Hotnjani, Master of Arts in Economics and BA RO 2006: field of study Banking and Finance, University of Zurich
Corporate Partner:
UBS AG
Supervising Professor(s): Karl Schmedders
Title: Verschuldung und Performance von börsenkotierten Infrastrukturunternehmen
Author(s): Martina Zürcher, Department of Business Administration, University of Zurich
Corporate Partner:
LPX Group
Supervising Professor(s): Karl Schmedders
Title: Agent-Based Modelling
Author(s): Bing Chen, Master of Arts in Economics and BA RO 2006: field of study Banking and Finance, University of Zurich
Corporate Partner:
AVACO AG
Supervising Professor(s): Karl Schmedders
Title: A Theoretical and Practical Investigation into the Differences Between L1- and L2-norm Optimization Methods—An Implementation for Replicating Portfolios in Life-Insurance Applications
Author(s): Maximilian Rüdisser, Department of Business Administration, University of Zurich
Corporate Partner:
Zurich Insurance Company Ltd
Supervising Professor(s): Karl Schmedders
Title: New Campus USI/SUPSI
Author(s): Zhengyu Fan, Youwen Huang, Kristi Joeleht, Mirela Olarasu, and Giulio Re (University of Lugano)
Corporate Partner:
Credit Suisse AG
Supervising Professor(s): Eric Nowak