Falk Jensen, M. Sc.

Email: falk.jensen

Phone: +49 2331 987-2637

Office hours: by appointment

Room: B 308, Bldg. 7

Profile

Since 2019 Research assistant at Faculty of Economic Sciences, Chair of Banking and Finance, at University of Hagen, Germany.
2015 - 2018 Master of Science in mathematics at the University of Muenster, Germany.
2014 - 2019 Undergraduate/graduate assistant at the University of Muenster, Germany.
2012 - 2015 Bachelor of Science in mathematics at the University of Muenster, Germany.
2012 A-levels

Research Focus

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Margin setting policies and demand for structured retail products

The research project revolves around margin setting policies and demand for structured retail products. Issuers have leeway in their margins because of low competition. Additionally, retail investors are shown by the literature to behave sensitive to broader factors, but not to margin setting. The project is primarily concerned with two topics.

The first one is about pricing of default risk for discount certificates. These simple products allow for quantification of issuers pricing sensitivity to their own default risk by comparing prices to Black-Scholes-evaluations over certain time periods and in relation to other issuers and theoretical models.

The second one captures pricing and demand for sustainability of structured products. In comparison to the first topic, this one also revolves around retail investor buying behaviour instead of solely on issuer pricing. A focus lies on a recently introduces ‘label’ for sustainability that marks certain products as sustainable

Conference Participations

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  • Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
    40th International Conference of the French Finance Association (AFFI)
    Lille, 27.05.2024.
  • Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
    2nd Structured Retail Products and Derivatives Conference
    Hagen, 23.05.2024.
  • Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
    Workshop of the German Operations Research Society: Working Group on Financial Management and Investments (GOR AG FMI)
    Paris, 14.03.2024.
  • Do retail investors care about sustainability? – Preference for and pricing of sustainable structured retail product
    Internationales Doktorandenseminar "Banking and Finance" 2024 (IDS)
    Innsbruck, 07.07.2023.
  • Is Credit Risk Priced in the German Market for Structured Products?
    European Financial Management Association 2022 Annual Meeting (EFMA)
    Rom, 01.07.2022.
  • Is Credit Risk Priced in the German Market for Structured Products?
    Workshop on Structured Retail Products
    Online, 24.09.2021.
03.07.2024