Jun.-Prof. Dr. Julia Kapraun

Jun. - Prof. Dr.

Julia Kapraun

Assistant Professor

+49-(0)261-6509-397



Forschungsinteressen

  • Asset and Wealth Management
  • Financial Modelling and Asset Pricing
  • Derivatives
  • Social Trading

Lebenslauf

Ausbildung
Ab 11/2014 Assistant Professor in Finance, WHU - Otto Beisheim School of Management Vallendar
07/2011 - 09/2014 Ph.D. in Finance, WHU – Otto Beisheim School of Management Vallendar, Allianz Lehrstuhl für Finanzwirtschaft - Prof. Dr. Markus Rudolf, Dissertation: Optimal Investments in Volatility
05/2013 - 08/2013 Visiting Researcher, University of Sussex Britghton, School of Business Management and Economics
10/2004 - 11/2010 Diploma in Mathematics, Technische Universität Berlin, Major: Stochastic, Finance, Financial Mathematics, Diploma thesis: "CPPI: Modeling and Hedging of Gap Risk in exponential Lévy models"
Praktische Erfahrung
07/2011 - 10/2014 Research Assistant, WHU - Otto Beisheim School of Management Vallendar
10/2010 - 06/2011 Junior Risk Controller, Union Asset Management Frankfurt am Main
01/2010 - 09/2010 Working Student Risk Controlling Unit, Union Asset Management Frankfurt am Main
07/2009 - 12/2009 Intern Equity Derivatives Trading, BNP Paribas Arbitrage Paris
10/2008 - 03/2009 Intern Equity-linked Derivatives Sales, UBS Investment Bank Frankfurt am Main