Constantin started his studies in Bachelor Mathematics with minor in Computer Science at the Technical University of Munich in October 2015. After his Bachelor degree he started his Master in Mathematical Finance and Actuarial Science also at the Technical University of Munich. After a stay abroad at SJTU in Shanghai (China), he graduated in May 2021 with the master thesis "Bessel processes and their application in Asian option pricing". During his studies, Constantin worked continuously as a student trainee at Allianz, Munich Re and Forrs Partners, among others. Since November 2021, Constantin has been working on his PhD in the field of trade credit risk modeling in cooperation with Munich Re at the Chair of Financial Mathematics.
Siggelkow, Constantin: Partial hedging in credit markets with structured derivatives: a quantitative approach using put options. Journal of Derivatives and Quantitative Studies, 2024 more…
2023
Siggelkow, C., Fernandez, R.M.: SME default prediction using random forest including nonfinancial features: An empiricial analysis of German enterprises. Journal of the International Council for Small Business, 2023 more…