M. Sc. Gerrit Köchling

Research Associate
Gerrit Köchling studied Business Mathematics at the Technical University of Dortmund. During his Bachelor studies he spent one semester as an internship at the KfW banking group in Frankfurt. He participated in validating statistical models for quantifying operational risk and implementing graphical user interfaces. He completed his master in Business Mathematics with a main focus on mathematical optimization and finance.      

 

Using the so-called fast track, he joined the Centre for Finance, Risk & Resource Management at the beginning of the fourth Master semester in April 2017.


Research

2019

Köchling, Gerrit; Schmidtke, Philipp; Posch, Peter N

Volatility forecasting accuracy for Bitcoin Journal Article Forthcoming

Economics Letters, Forthcoming.

Abstract | Links | BibTeX

Köchling, Gerrit; Müller, Janis; Posch, Peter N

Does the Introduction of Futures Improve the Efficiency of Bitcoin? Journal Article

Finance Research Letters, 30 , pp. 367-370, 2019.

Abstract | Links | BibTeX

Schmidtke, Philipp; Köchling, Gerrit

Cryptocurrency Research Conference 2019 Conference

University of Southampton, United Kingdom, 2019.

BibTeX

Köchling, Gerrit; Müller, Janis; Posch, Peter N

Price delay and market frictions in cryptocurrency markets Journal Article

Economics Letters, 174 , pp. 39 - 41, 2019, ISSN: 0165-1765.

Abstract | Links | BibTeX

2018

Köchling, Gerrit

Jahrestagung des Vereins für Socialpolitik Conference

Verein für Socialpolitik Freiburg im Breisgau, Germany, 2018.

BibTeX

Köchling, Gerrit; Schmidtke, Philipp

International Finance and Banking Society Conference

IFABS Porto, Portugal, 2018.

BibTeX

2017

Köchling, Gerrit; Posch, Peter N

How does hedge accounting influence firm value?

2017.

Abstract | BibTeX

Köchling, Gerrit; Posch, Peter N; et al.,

Do Firms Hedge in Order to Avoid Financial Distress Costs? New empirical evidence using bank data

2017.

Abstract | BibTeX

Blog entries


Selected Supervised Works

  • (2019) Managerial Behaviour in Fund Tournaments – The Impact of TrueSkill Master Thesis
  • (2019) Behavior of EDGAR users in periods of financial stress Master Thesis
  • (2019) Veränderung der Arbeitszeit in Krisenzeiten. Eine empirische Untersuchung der EDGAR Log Daten Bachelor Thesis
  • (2019) Quantification of Surprise and the Cross Section of Expected Returns Bachelor Thesis
  • (2019) Die risikoneutrale Wahrscheinlichkeitsverteilung von Credit Spread Optionen Master Thesis
  • (2019) TrueSkill: Ein Vergleich des Bayesschen Bewertungssystems und traditionellen Performancemaßen zur Bewertung von Investmentfonds Bachelor Thesis
  • (2018) Hedge Accounter gesucht – Textklassikation von US-amerikanischen Geschäftsberichten mittels der Stützvektormethode Master Thesis
  • (2018) Reddit sentiment and the effect on gaming industry stocks Master Thesis
  • (2018) Das Hull-White Einfaktormodell: Der Einfluss verschiedener Kalibrierungstechniken auf das SCR unter den geltenden Annahmen von Solvency II Master Thesis
  • (2018) The Net Fee and Commission Income of German Banks: A Top-Down Stress Test Model based on Micro Data Master Thesis
  • (2018) Untersuchung der Markteffizienz des Crypto Index (CRIX) Bachelor Thesis
  • (2018) Credit Valuation Adjustment and Wrong-way Risk with Copulas Bachelor Thesis
  • (2018) Messung der Hedging-Performance anhand der optimalen Hedging-Rate für den Bitcoin Future Bachelor Thesis
  • (2017) Analyse von Spread-Hedging-Strategien und deren Umsetzung am Beispiel einer mittelständischen deutschen Lebensversicherung Bachelor Thesis
  • (2017) Robo Advisory. Kann es die klassische Anlageberatung ersetzen? Bachelor Thesis
  • (2017) Assetpricing von Kryptowährungen anhand des Fama-French-Dreifaktorenmodells Bachelor Thesis
  • (2017) Forecasting of Share-Prices through Multilayer Perceptron Artificial Neural Networks Bachelor Thesis