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Welcome at the Institute for Financial Markets


2. resp. 1. r. f. l.: Dr. Fabian Hollstein, Tobias Fethke & Martin Ranic (resigned)
Duc Binh Benno Nguyen, Prof. Dr. Marcel Prokopczuk, Nicole Wagner,
Vivien Less, Gabriele Duckert-Hansen, Christoph Würsig, Thuy Duong Dang (last 4 not on photo)

 

 

 

Leibniz University Hannover
Institut for Financial Markets
Königsworther Platz 1, Room I-056
30167 Hannover (Germany)


Phone: +49 (0) 511 762 - 5117
Telefax: +49 (0) 511 762 - 8167

News from:

General TeachingResearch

Dr. Duc Binh Benno Nguyen receives sponsorship award

The dissertation of Dr. Duc Binh Benno Nguyen has been awarded with the sponsorship award of the Victor Rizkallah-Foundation. The report can be found here.

Master area Finance, Banking and Insurance

The presentation of the Master area Finance, Banking and Insurance can be accessed here.

Publication

The Working Paper "The Term-Structure of Systematic and Idiosyncratic Risk" authored by Fabian Hollstein, Marcel Prokopczuk and Chardin Wese Simen has been accepted for publication by the Journal of Futures Markets. (06. November 2018)

Recruting Events by Deloitte

Deloitte offers students, that will graduate in 2019, the chance to participate in two interesting recruting events: "InSight2019 - Die Financial Advisory Recruting Days" in Sylt and "Risk Advisory Career Challenge" in Sölden. You can apply for either event at Deloitte, for further information:

Table Quiz
Financial Advisory Recruting Days
Risk Advisory Career Challenge

Master Finance-Seminar

In Winter Term 2018/2019 the Institute for Financial Markets offers within the Finance-Seminar topics of the area "Quantitative Investment Management". Please find furher information here. (24. October 2018)

Publication

The research paper "Jumps in Commodity Markets" authored by Duc Binh Benno Nguyen and Marcel Prokopczuk has been accepted for publication in the Journal of Commodity Markets. (17. October 2018)

Scholarships and Job Offers

Here you can find information on a scholarship program as well as job offers from von MLP (member in the Hannover Center of Finance).

Master area Finance, Banking and Insurance

There will be an introduction session for the master area Finance, Banking and Insurance held on October, 24th at 12:45h in room 401 (time of the lecture Asset Pricing). Prof. Dr. Marcel Prokopczuk (area head) will provide an overview of the area and will answer your questions. All students with an interest in the area are encouraged to attend.

Conference

Prof. Dr. Prokopczuk presents the working paper "The Memory of Stock Return Volatility: Asset Pricing Implications" (with B. Nguyen and P. Sibbertsen) at the Annual Meeting of the Financial Management Association in San Diego.

IT-Hiwi searched

The Institute for Financial Markets is looking for a student research assistant with very good knowledge in the programming language Python. Please find further information here. [finished] (08. August 2018)

Programming for Finance

This semester the Institute of Financial Markets is introducing a new lecture, designed to teach student's empirical data analysis with Matlab and R. This is especially helpful for student's that are going to write an empirical bachelor thesis or seminar. The course will be a bloc course starting on Oct 8th until Oct 12th. For further questions please send an E-Mail to Mr. Würsig.

Conference

The following three working papers of the Institute of Financial Markets have been accepted for the Annual Meeting of the German Finance Association: „Beta Uncertainty“ (F. Hollstein, M. Prokopczuk & C. Wese Simen), „Dissecting Commodity Comovements“ (M. Prokopczuk, C. Wese Simen & R. Wichmann) und „Curve Momentum“ (R. Paschke, M. Prokopczuk & C. Wese Simen). The Meeting will take place on 21/22 September at the University of Trier. (18. July 2018)

Job Offer Tutorials

The Institute for Financial Markets is looking for student tutors for the subject "Kapitalmarkttheorie" in winter term 2018/19. Please find further information here. [finished] (09. April 2018)

Seminar WiSe 2018/2019

The Institute for Financial Markets offers the opportunity to write a Seminarthesis for Students that are in their Bachelor Semester (PO 2017). You can find further information here. (15. May 2018)

Conference

The Institute of Financial Markets participates with two presentations at the Annual Meeting of the Commodity and Energy Markets Association in Rome (LINK). The presentation titles are “Dissecting Commodity Comovements“ and “The Economic Sources of Return Anomalies: Evidence from Commodity Markets”. (31. May 2018)

Invitation to Kyoto University

Duc Binh Benno Nguyen from the Institute for Financial Markets has been invited to participate in the Kyoto University International Spring School for Future Global Leaders. More information can be found here. (29. March 2018)

Theses

The Institute for Financial Markets offers the possibility to write theses during the lecture period as well as outside of it. Further information and the topic proposals can be found here. (24. January 2018)

Publication

The research paper “Historical Antisemitism, Ethnic Specialization, and Financial Development” by Francesco D’Acunto, Marcel Prokopczuk and Michael Weber has been accepted for publication by the Review of Economic Studies. (27. February 2018)

Job Offer

The Institute for Financial Markets offers a job as research assistant. The applicant can start at the next possible date, alternatively on a future date agreed upon. Please find the job offer here. [finished] (16. December 2016)

Workshop "Trading Room Simulation" in SoSe 2018

In SoSe 2018 the Institute for Financial Markets offers the workshop "Trading Room Simulation". Further information can be found here. (31. December 2017)

Conference

Dr. Fabian Hollstein and Björn Tharann present their working papers on the Swiss Society for Financial Market Research (SGF) Conference on the 06.04.2018 in Zurich. More information can be found here. (26. February 2018)

Dr. Fabian Hollstein receives advancement award

The dissertation of Dr. Fabian Hollstein has been awarded with the advancement award of the Victor Rizkallah-Foundation. The report can be found here. (13. December 2016)

Bachelor-Seminars in SoSe 2018

In SoSe 2018 the Institute for Financial Markets offers both the seminar "Financial Markets" (PO 2012) and the "HCF-Praxisseminar Finance" (PO 2017) in cooperation with the Swiss Life. Further information can be found here. (31. December 2017)

Research Presentations

Prof. Dr. Prokopczuk has been invited to present his recent research results at several universities in Australia. On 16.2.2018 he will give a talk at the Australian National University in Canberra, on 20.2.2018 at Griffith University in Brisbane and on 2.3.2018 at Macquarie University in Sydney. (01. February 2018)

Search for Student IT-Assistant (m/f)

The Institute for Financial Markets is searching for a student IT-assistant at the next possible time point. Further information you can find here. (finished) (21. November 2016)

Master Finance-Seminar

In Winter Term 2017/2018 the Institute for Financial Markets offers within the Finance-Seminar topics of the area "Quantitative Investment Management". Please find furher information here. (10. October 2017)

Speaker at Workshop

On 8 Dec 2017 Professor Dr. Marcel Prokopczuk will present his research as an invited speaker at the UNSW-Macquarie Workshop on “Risk: Modelling, Optimization and Inference” in Sydney. More information can be found here. (06. December 2017)

Promotion

The Institute for Financial Markets and the Center for Financial Risk of the Macquarie University Sydney offer the possibility to conduct a joint PhD program. Further information you can find here. (29. July 2016)

Master Thesis Abroad

The Institute for Financial Markets offers the possibility to write the Master Thesis at a partner institution abroad. The offer is addressed to master students with major Finance. Further information can be found here. (28. June 2017)

Prof. Dr. Marcel Prokopczuk Receives Prize

The working paper "What Makes the Market Jump?" authored by Marcel Prokopczuk and Chardin Wese Simen has been awarded with the 2017 FIRN Annual Conference CFA Institute Paper Prize. (20. November 2017)

Commodity Markets Conference 2016

Conference takes place on 3-4 June at Leibniz University Hannover. More information can be found here.

Seminar "Financial Markets"

In winter semester 2017/2018 the Institute for Financial Markets offers two times the seminar "Financial Markets". Once for the exam regulation 2012 and once for the exam regulation 2017. Kick-off meeting takes place on 13th July 2017, 16:15 resp. 16:45. Further information can be found here[finished]. (19. July 2017)

Publication

The research paper "How Aggregate Volatility-of-Volatility Affects Stock Returns" authored by Fabian Hollstein and Marcel Prokopczuk has been accepted for publication in the Review of Asset Pricing Studies. (22. June 2017)

Award

Prof. Dr. Marcel Prokopczuk has been awarded the Best Teaching Award 2015 of Leibniz University Hannover. The press release of the university can be found here (only available in German): www.uni-hannover.de/de/aktuell/online-aktuell/details/news/1393/ (12. January 2016)

Seminar "Risk Management & Derivatives"

In summer semester 2017 the Institute for Financial Markets offers the seminar "Risk Management & Derivatives". Kick-off meeting takes place on 24th January 2017, 11:00. Further information can be found here. (21. December 2016)

Keynote Speaker at Conference

Professor Prokopczuk has been invited to deliver a keynote speech at the 2017 Young Finance Scholars Conference taking place at the University of Sussex, UK. More information on the conference can be found here. (11. June 2017)

Ranking

Professor Marcel Prokopczuk has been ranked among the 100 best German researchers under 40 in the field Business Studies (BWL). The full ranking can be found here. (16. December 2014)

Master Finance-Seminar

In Winter Term 2016/2017 the Institute for Financial Markets offers within the Finance-Seminar topics of the area "Quantitative Investment Management". Further information you can find here. (10. October 2016)

Publication

The research paper "Variance Risk in Commodity Markets" authored by Marcel Prokopczuk (with L. Symeonidis, and C. Wese Simen) has been accepted for publication in Journal of Banking & Finance. (15. May 2017)

Workshop

In the upcoming winter semester the Institute for Financial Markets offers the Workshop Trading Room Simulation. Further information you can find here. (01. September 2016)

Publication

The research paper "A Moment Based Analytic Approximation of the Risk-neutral Density of American Options" authored by Marcel Prokopczuk (with J. Arismendi) has been accepted for publication in Applied Mathematical Finance. (12. February 2017)

Master Thesis

The Institute for Financial Markets offers the possiblity to write the Master Thesis at a partner institution abroad. The offer is addressed to master students with major Finance. Further informationen you can find here. (22. June 2016)

Keynote Speaker on Conference

Professor Prokopczuk has been invited to deliver the keynote speech at the 1st Australasian Commodity Markets Conference taking place on 6-7 April 2017 at Macquarie University, Sydney. More information on the conference can be found here. (20. December 2016)

Bachelor-Seminar

In the winter semester 2016 / 2017 the Institut for Financial Markets offers two Bachelor-Seminars -- one in the lecture period and one outside of it (semester break). Further information you can find here. (07. June 2016)

Publication

The research paper "Prediction of Extreme Price Occurences in the German Day-Ahead Electricity Market" authored by Marcel Prokopczuk (with L. I. Hagfors, H. H. Kamperud, F. Paraschiv, A. Sator, and S. Westgaard) has been accepted for publication in Quantitative Finance. (03. October 2016)

Conference

Professor Prokopczuk is invited keynote speaker at the 2nd Symposium on Quantitative Finance and Risk Analysis. Details of the conference can be found here: www.liverpool.ac.uk/qfra/ (25. May 2016)

Publication

The research paper "Jump and Variance Risk Premia in the S&P 500" authored by Marcel Prokopczuk (with M. Neumann and C. Wese Simen) has been accepted for publication in the Journal of Banking and Finance. (01. April 2016)

Publication

The Working Paper “Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options”  authored by Professor Marcel Prokopczuk (with J. Arismendi, J. Back, R. Paschke and M. Rudolf) has been accpeted for publication in the Journal of Banking and Finance. (02. February 2016)

Publication

The research paper "Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets" authored by Marcel Prokopczuk (with L. Symeonidis and C. Wese Simen) has been accepted for publication in the Journal of Futures Markets. (24. August 2015)

Publication

The Working Paper "Electricity Derivatives Pricing with Forward Looking Information" authored by Marcel Prokopczuk (with R. Füss, University of St. Gallen, and S. Mahringer, University of St. Gallen) has been accepted for publication in the Journal of Economic Dynamics and Control. (30. May 2015)

Publication

The Working Paper “Distrust in Finance Lingers: Jewish Persecution and Households' Investments” by Francesco D'Acunto, Marcel Prokopczuk and Michael Weber was accepted at the NBER Political Economy Meeting and at the annual conference of the European Finance Association (EFA) for presentation. (12. May 2015)

Publication

The research paper "Time-Variations in Commodity Price Jumps" authored by Marcel Prokopczuk (with L. Diewald, Technische Universität München, and C. Wese Simen, University of Liverpool) has been accepted for publication in the Journal of Empirical Finance. (17. March 2015)

Publication

The research paper "Booms and Busts in Commodity Markets: Bubbles or Fundamentals?" authored by Marcel Prokopczuk (with C. Brooks, University of Reading, and Y. Wu, Xi'an Jiaotong Liverpool University) has been accepted for publication in the Journal of Futures Markets. (10. February 2015)

Publication

The book "Energy Pricing Models: Recent Advances, Methods, and Tools" (Palgrave Macmillan, New York, 2014), edited by Marcel Prokopczuk is available. (29. January 2015)

Publication

The research paper "Estimating Beta" authored by Fabian Hollstein and Marcel Prokopczuk has been accepted for publication in the Journal of Financial and Quantitative Analysis (JFQA). (17. December 2014)

Publication

The working paper of Prof. Prokopczuk „Distrust in finance lingers: Jewish persecution and households‘ investments“ (co-authored with F. D’Acunto and M. Weber) has been featured in The Economist: www.economist.com/news/finance-and-economics/21625878-new-research-finds-link-between-persecution-jews-and-distrust (21. October 2014)

Colloquium of Economics and Management