Case studies

Selected Past Internships

1. Irakli Khomasuridze
2. Geeske Vlaming
3. Jannemiek ter Horst

 

 

 

Name: Geeske Vlaming
University: University of Utrecht
Study: Master in Mathematics
Internship: Nine-month research internship with Saen Options
Dates followed: October 2007 - June 2008

 

 

Research Topic: SABR model for option pricing
>> Read research proposal


"My internship through the Foundation has had a huge effect on my career - I now work as a Trader. But it all started back in October 2007 when I discovered Saen Options at a university career event. I was studying for a Master's in Mathematics from the University of Utrecht at the time, during which I'd taken some financial mathematics courses, so I applied to follow an internship. I conducted research into the SABR model for option pricing - the aim was to find out if this model prices options better than earlier investigated models."

"The academic supervision was great, but the real benefit of a research-based internship is that your research is actually put into practice by the company. It's also a good way to find out about possible careers (by shadowing employees), to experience the real working environment of a company, and to learn about different job opportunities. I've already been recommending the Foundation's internships to other students at Utrecht University!"

 

 

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