Kevin Tuz
Mathematician for Quant. Risk in Düsseldorf, He/Him
Currently researching ESG quantification methods.
Work Experience
Education
Probability theory, extreme value analysis, stochastic processes and stochastic analysis, mathematical statistics, applied statistics, partial differential equations.
Master's Thesis:
Statistics for Copulas for Financial Market Data with Ties
[orig.: Analyse von Copula-Modellen bei Finanzmarktdaten mit Bindungen]
Optimization, topology, management control, finance, operations research.
Bachelor's thesis:
Quantitative risk management for cryptocurrencies: A comparison of popular value at risk methods in cryptocurrency markets in terms of applicability and robustness.
[orig.: Quantitatives Risikomanagement für Kryptowährungen: Ein Vergleich populärer Value-at-Risk-Methoden auf Kryptowährungsmärkten bezüglich Anwendbarkeit und Robustheit]