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Wissenschaftlicher Mitarbeiter

Hendrik Hülsbusch, M.Sc.

Lehrstuhl für Derivate und Financial Engineering


Tel.: +49 251 83-29775
Fax: +49 251 83-22882
E-Mail: Hendrik.Huelsbusch (at) wiwi.uni-muenster.de
Raum: 264 (Juridicum)
Sprechstunde: nach Vereinbarung
Zuständigkeiten: Abschlussarbeiten, Prüfungsangelegenheiten

Zur Person:

Education:
  • since 10/2014: PhD Candidate, Chair of Derivatives and Financial Engineering, University of Muenster
  • 10/2012-10/2014: Master of Science (Mathematics) with Distinction, University of Muenster
  • 10/2009-10/2012: Bachelor of Science (Mathematics), University of Muenster
Teaching Experience:
  • 10/2016-12/2016: Teaching Assistant - Asset Pricing (Graduate Course), Chair of Derivatives and Financial Engineering, University of Muenster
  • 10/2013-10/2014: Tutor - Mathematical Statistics and Probability Theory, Institute of Mathematics and Computer Science, University of Muenster
  • 10/2012-09/2013: Tutor - Mathematics for Economists and Operations Research, Institute of Business Informatics, University of Muenster
  • 09/2011-10/2012: Tutor - Mathematics for Natural Scientists I + II, Institut of Mathematics and Computer Science, University of Muenster


Forschungsschwerpunkte:
  • Asset Pricing
  • Volatility Derivatives
  • Volatility-of-Volatility
  • Idiosyncratic Risks


Working Papers

  • Branger, N., Hülsbusch, H., Middelhoff, T. F. (2017): Idiosyncratic Volatility, its Expected Variation, and the Cross-Section of Stock Returns, Working Paper. (available at SSRN) (Abstract)

  • Hülsbusch, H., Kraftschik, A. (2017): Consistency between S&P500 and VIX Derivatives: Insights from Model-Free VIX Futures Pricing, Working Paper. (available at SSRN) (Abstract)

  • Branger, N., Hülsbusch, H., Kraftschik, A. (2017): The Volatility-of-Volatility Term Structure, Working Paper. (available at SSRN) (Abstract)



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