Niklas Wasielewski, M. Sc.
Email: niklas.wasielewski
Phone: +49 2331 987-2952
Office hours: by appointment
Room: B 317, Bldg. 7
Profile
| Since 2022 | Research assistant at Faculty of Economic Sciences, Chair of Banking and Finance, at University of Hagen, Germany. |
| 2020 - 2022 | Master of Science in mathematics at the University of Muenster, Germany. |
| 2018 - 2022 | Undergraduate/graduate assistant at the University of Muenster, Germany. |
| 2017 - 2020 | Bachelor of Science in mathematics at the University of Muenster, Germany. |
| 2017 | A-levels |
Research Focus
mehr Infos
Volatilities and option returns
Mr. Wasielewski's dissertation project researches volatilities and option returns, focusing on the systematic seasonalities in equity and index option trading returns as uncovered in the recent literature.
One research focus is to analyze these systematic seasonalities in more detail and to understand their implications for trading strategies that exploit them.
In addition to the temporal structure of returns, the research also aims to investigate the implied volatilities of options on individual stocks compared to index options.
Particular attention is paid to the behavior of these volatilities in relation to jumps in the underlying price and/or volatility.
By investigating these aspects, a deeper understanding of the dynamics of the options markets should be gained, which can potentially lead to improved trading strategies and risk management approaches.
Conference Participations
- "Is There Overreaction in Implied Volatility Jumps of Single Stocks?"
Internationales Doktorandenseminar "Banking and Finance" 2024 (IDS)
Liechtenstein, 15.06.2024.
