For best experience please turn on javascript and use a modern browser!
You are using a browser that is no longer supported by Microsoft. Please upgrade your browser. The site may not present itself correctly if you continue browsing.

Drs. J.A. (Josha) Dekker MSc

Faculty of Economics and Business
Section Quantitative Economics

Visiting address
  • Roetersstraat 11
Postal address
  • Postbus 15867
    1001 NJ Amsterdam
  • Profile


    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"

    Visiting Address:

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

  • Research

    Research Interests:

    Probability Theory and Mathematical Statistics
    Quantitative Finance

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

    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)


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

  • Miscellaneous
  • Ancillary activities
    No ancillary activities