Foto von Constantin Siggelkow

Constantin Siggelkow

Technische Universität München

Lehrstuhl für Finanzmathematik (Prof. Zagst)


Parkring 11/II
85748 Garching b. München

Short CV

Constantin started his studies in Bachelor Mathematics with minor in Computer Science at the Technical University of Munich in October 2015. After his Bachelor degree he started his Master in Mathematical Finance and Actuarial Science also at the Technical University of Munich. After a stay abroad at SJTU in Shanghai (China), he graduated in May 2021 with the master thesis "Bessel processes and their application in Asian option pricing". During his studies, Constantin worked continuously as a student trainee at Allianz, Munich Re and Forrs Partners, among others. Since November 2021, Constantin has been working on his PhD in the field of trade credit risk modeling in cooperation with Munich Re at the Chair of Financial Mathematics.


Publications in Journals


  • Siggelkow, C., Fernandez, R.M.: SME default prediction using random forest including nonfinancial features: An empiricial analysis of German enterprises. Journal of the International Council for Small Business, 2023 more…