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Matthias Thul
BBA, MSc Quantitative Finance
PhD in Finance Candidate(The company name is only visible to registered members)
- 2033 Sydney
- Australia
Personal information
- Interests
- Programming, Derivatives, Golf, Tennis, Rock Music, some Drinks after Work
- Groups
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Professional experience (8 years, 4 months)
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Feb 2010
- present
(2 years, 4 months)
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(Only visible for registered members)
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Feb 2010
- present
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Apr 2006
- Dec 2009
(3 years, 9 months)
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Equity & Commodity Derivatives Trader
Commerzbank AG - Corportates & Markets, Frankfurt a.M., http://www.zertifikate.commerzbank.de
Industry: Investment Banking, Equity Derivatives, Commodity Derivatives, Interest Rate Derivatives
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Apr 2006
- Dec 2009
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Jan 2006
- Apr 2006
(4 months)
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Intern - IT / Asset Management
Commerzbank Asset Managment Asia Ltd., Singapore, http://www.camasia.com.sg
Industry: Investment Banking, Asset Management
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Jan 2006
- Apr 2006
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Jul 2003
- Jun 2005
(2 years)
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Equity Derivatives Public Distribution
Commerzbank AG - Corporates & Markets, Frankfurt a.M., http://www.zertifikate.commerzbank.de
Industry: Investment Banking
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Jul 2003
- Jun 2005
- Employment status
- Employee
Educational background
- Feb 2010
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University of New South Wales, Sydney
Finance, PhD
- Sep 2007 - Dec 2009
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Frankfurt School of Finance and Management (HfB), Frankfurt a.M.
Quantitative Finance, Master of Science
Stochastic Calculus, Option Pricing Theory, Programming, Statistics / Econometrics, Interest Rate & Credit Models; Thesis: "Pricing and Hedging of Equity Derivatives under Volatility Smile consistent Underlying Dynamics"
- Jul 2005 - Dec 2005
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University of California in Santa Barbara (UCSB), USA
Economics, (Foreign Term)
- Sep 2003 - Mar 2007
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Frankfurt School of Finance and Management (HfB), Frankfurt a.M.
Business Administration, Bachelor of Business Administration
Bachelor Thesis: "Option Pricing assuming non-Gaussian Yield Distributions and Effects on the implied Volatility Smile"
- Languages
- German, English, French, CPlusPlus, CSharp, VBA, SQL, LaTeX
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