Teaching & Supervision

I regularly supervise bachelor's and master's students. Examples of projects I supervised are:

• Using deep learning algorithms for: predicting the equity risk premium, pricing vanilla and exotic options, predicting volatility, and sentiment analysis.

• Time series models for quantitative risk and portfolio management.

• Comparing the (point, density and tail risk) predictive performances of nonlinear dynamic econometric models.

• Empirical asset pricing projects with a focus on the role of ESG ratings and metrics.

I do believe that teaching is an utterly important part of the academic life.  During my PhD and Postdoc, I had the pleasure of being a lecturer for the following courses:

• Derivatives pricing, Fixed Income analysis, and financial modelling with MATLAB at the Master's programme in Mathematics - Economics offered by Aarhus University;

• Volatility and Tail Risk management at the Bachelor's programme in Econometrics and Operations Research offered by  Erasmus University Rotterdam.