On November 3 2017, Maarten Scholl has won the Best Quantitative Finance MSc Thesis Award for his thesis entitled “The Role of Central Clearing Parties in Over-the-Counter Derivatives Markets”.
This country-wide annual award is established by Top Quants, Quants@VU and Ernst & Young.
Maarten is a graduate of the joint UvA/VU MSc program in Computational Science. His thesis was written under the supervision of Dr. Svetlana Borovkova of the Finance department of the Free University and Prof. Dr. Drona Kandhai from the UvA Computational Science Lab. In his thesis he analyses the role of central clearing of over-the-counter derivatives trading on the stability of financial markets by using network theory in combination with agent based simulations. He is currently starting on his PhD thesis at the Institute of New Economic Thinking of Oxford University.
Best Quant Finance Award for M.Sc. thesis Maarten Scholl
