Dr. Alexander Kraftschik
Title of PhD Thesis:
Variance Dynamics and VIX Derivatives: On the Importance of Stochastic Vol-of-Vol
Publications Based on PhD Thesis:
Hülsbusch, H., & Kraftschik, A. (2018). Consistency between S&P500 and VIX derivatives: Insights from model‐free VIX futures pricing. Journal of Futures Markets, 38(8), 977-995.
Positions after PhD:
Gothaer Lebensversicherung AG (Vorsorge und Vermögen), Leiter Produktkalkulation
Gothaer Asset Manager AG, Quantitativer Analyst / Portfolio Manager