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Short CV
Amelie Hüttner holds a Master’s degree in "Mathematical Finance and Actuarial Science" from TU Munich. Her Master’s thesis on „Capital Structure Arbitrage in a Structural Credit Model with Jumps“ was written in cooperation with XAIA Investment, where she is also working during her Ph.D. studies. She spent a semester abroad at Université du Québec in Montreal and gained practical experience at XAIA Investment and at BayernLB’s Investment Research. In November 2014, she started her Ph.D. studies at the Chair of Mathematical Finance.
Gräler B., Hüttner A. and Scherer M.: Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. Journal of Banking and Finance, 2020 more…
2018
Hüttner, A.; Mai, J-F.;: Sharp analytical lower bounds for the price of a convertible bond. The Journal of Derivatives 26 (2), 2018, 7-18 more…
Hüttner, A.; Mai, J-F.; Mineo, S.: Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios? Dependence Modeling, 2018 more…
Hüttner, A.; Mai, J-F.;: Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property. Journal of Statistical Computation and Simulation , 2018 more…
2016
Hüttner, A.; Scherer, M.: A note on the valuation of CDS options and extension risk in a structural model with jumps. Journal of Financial Engineering 03 (02), 2016 more…
