Teaching

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 master 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)