I regularly supervise theses on the Bachelor-/Master- and PhD-level. If you are interested, feel free to contact me. Here is a selection of some past and ongoing projects I'm involved in:
Bachelor (selection)
Portfolio optimization and No arbitrage
Card Shuffling
Lévy-Chintschin Formula
Cramér’s Theorem
Best Choice Problem
Girsanov-type Theorems in continuous time finance
The Odds-algorithm
MDPs
Benford’s law
Monotone Stopping Problems
Markovian Stopping Problems
Local time of Brownian motion
Maximum representations in optimization of random walks
Artificial neural network for prediction
Market impact effects
Stochastic Control for Supply Chains
Bandit problems
How to gamble if you must
The Chow-Robbins-Game
On the optimal design of clinical trials
Card Shuffling - Wilson's technique
Prophet's inequalities
Paradoxa
Optimization in Clinical Trials
Brownian Motion and harmonic functions
Stein's method
Banach measures in Probability
Sum the odds
Mabinogion-problem
Master (selection)
Optimal stopping of random walks
On the theory of impulse control
On pricing American options using European options
The Doob-Meyer-Decomposition
A class of solvable impulse control problems and financial applications
Ergodic problems and applications
Artificial neural network in credit modeling
Linear programming and stochastic control
Financial markets and their market share dynamics
Agent based models for financial markets
On the method of images
A new approach to the Chow-Robbins-Game
Inconsistent online decision making