Courses
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)