Falk Jensen, M. Sc.
Profile
| Since 2019 | Research assistant at Faculty of Economic Sciences, Chair of Banking and Finance, at University of Hagen, Germany. |
| 2015 - 2018 | Master of Science in mathematics at the University of Muenster, Germany. |
| 2014 - 2019 | Undergraduate/graduate assistant at the University of Muenster, Germany. |
| 2012 - 2015 | Bachelor of Science in mathematics at the University of Muenster, Germany. |
| 2012 | A-levels |
Research Focus
mehr Infos
Margin setting policies and demand for structured retail products
The research project revolves around margin setting policies and demand for structured retail products. Issuers have leeway in their margins because of low competition. Additionally, retail investors are shown by the literature to behave sensitive to broader factors, but not to margin setting. The project is primarily concerned with two topics.
The first one is about pricing of default risk for discount certificates. These simple products allow for quantification of issuers pricing sensitivity to their own default risk by comparing prices to Black-Scholes-evaluations over certain time periods and in relation to other issuers and theoretical models.
The second one captures pricing and demand for sustainability of structured products. In comparison to the first topic, this one also revolves around retail investor buying behaviour instead of solely on issuer pricing. A focus lies on a recently introduces ‘label’ for sustainability that marks certain products as sustainable
Conference Participations
- Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
40th International Conference of the French Finance Association (AFFI)
Lille, 27.05.2024. - Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
2nd Structured Retail Products and Derivatives Conference
Hagen, 23.05.2024. - Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
Workshop of the German Operations Research Society: Working Group on Financial Management and Investments (GOR AG FMI)
Paris, 14.03.2024. - Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
Internationales Doktorandenseminar "Banking and Finance" 2024 (IDS)
Innsbruck, 07.07.2023. - Is Credit Risk Priced in the German Market for Structured Products?
European Financial Management Association 2022 Annual Meeting (EFMA)
Rom, 01.07.2022. - Is Credit Risk Priced in the German Market for Structured Products?
Workshop on Structured Retail Products
Online, 24.09.2021.
