On November 3 2017, Maarten Scholl 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 annual award, open to students from the BeNeLux and Scandinavia, was established by Top Quants, Quants@VU and Ernst & Young.
Maarten is a graduate of the joint University of Amsterdam/Free University Amsterdam MSc program in Computational Science. His thesis was written under the supervision of Dr. Svetlana Borovkova of the Free University and Prof. Dr. Drona Kandhai from the University of Amsterdam 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.
Maarten Scholl is reading for the DPhil in Computer Science at the University of Oxford and the Institute for New Economic Thinking under the supervision of Prof. J. Doyne Farmer and Dr. Ani Calinescu.
For more information about the award, please click here.