Contact: 

Drs. Josha A. Dekker
University of Amsterdam
Actuarial Science and Mathematical Finance Group
Faculty of Economics and Business
Amsterdam School of Economics
Email: J.A.Dekker "AT" uva.nl

Visiting Address:

Roetersstraat 11
1018 WB Amsterdam
The Netherlands
Room: E10.10a

Research Interests:

General:
Probability Theory and Mathematical Statistics
Quantitative Finance
Dynamics

Fields: 
Asset Pricing
(Integro-)Partial Differential Equations
(Financial) Econometrics
Illiquid assets
Mathematical Statistics
Non-linear dynamics
Optimization
Theory of Probability

Topics:
Illiquid asset pricing
Option pricing under stochastic constraints
Option pricing on Hawkes jump-diffusions

Teaching

In the academic year 2022-2023 I teach seminars for the following courses:
1. Measure Theory and Asymptotic Statistics (MPhil TI)
2. Introduction Data Science: Data Preprocessing (BSc Econometrics)

Supervision

In the academic year 2022-2023 I supervise theses in the following programs: 
1. MSc ASMF
2. BSc AS