Courses
I am currently teaching the following courses
Master course
FEM21034 Quantitative Risk Management
Master seminar
FEM21019 Seminar Financial Case Studies
Research Master course
TI169 Market and systemic risk management
Writing a master thesis with me
I am supervising a few masther theses each year.
If you are interested in writing a master thesis with me, please check the instructions here.
Past teaching activities
Master courses
Seminar Financial Case Studies (2017, 2018, 2019, 2022, 2023)
Market and systemic risk management, Duisenberg School of Finance (2013)
Bachelor courses
Probability Theory, ESE, Erasmus University Rotterdam
(2015, 2016)
Statistics (pre-master), ESE, Erasmus University Rotterdam
(2018)
Markov Processes, ESE, Erasmus University Rotterdam
(2019, 2020, 2021, 2022, 2023)
Other academic courses
Climate Catastrophe: an Extreme Value Approach,
Excellence Program Lecture, Erasmus University Rotterdam (2022)
Handling Asymptotic Theories in Extremes: Tail Empirical and Tail Quantile Processes,
A tutorial workshop during the EVA Conference, Milan(2023)
Extreme Value Statistics: from classics to recent advances,
A two-day mini-course, Geneva (2024)
Executive courses
Statistics for Data Science, Erasmus Q-Intelligence, Erasmus University Rotterdam (2017)
A
two-day
course on extreme value analysis, Norges Bank (2009)