I am currently teaching the following courses

Bachelor course

           FEB22008(X)   Markov processen (Markov Processes)

Master course

           FEM21034       Quantitative Risk Management

Research Master courses

           TI169   Market and systemic risk management

           TI203   Estimation and Testing under Sparsity


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)

            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)

Executive courses

            Statistics for Data Science, Erasmus Q-Intelligence, Erasmus University Rotterdam (2017)

            A two-day course on extreme value analysis, Norges Bank (2009)



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