Maarten Scholl, graduate of the Computational Science Master's programme (a joint UvA-VU degree), won the award for Best Quantitative Finance Thesis for his master's thesis. This country-wide annual award is established by TopQuants, Quants@VU and EY.
In his thesis, with the title 'The Role of Central Clearing Parties in Over-the-Counter Derivatives Markets', Scholl analyses the role of central clearing of over-the-counter derivatives trading on the stability of financial markets. For his analysis, he used network theory in combination with agent based simulations. His thesis was written under the supervision of Dr Svetlana Borovkova of the Finance department of VU Amsterdam and Prof. Drona Kandhai from the Computational Science Lab at UvA.
Since graduating, Scholl assumed a PhD position at the Institute of New Economic Thinking at Oxford University.
The award for Best Quant Finance Thesis was established by TopQuants in association with Quants@VU and EY for high quality Master's theses on any topic in the area of quantitative finance. In awarding the honour, the jury looks for a clear quantitative finance focus and original theoretical and/or empirical work. TopQuants is a non-profit networking organisation by quants for quants.