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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

    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

    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

    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

  • Miscellaneous
  • Ancillary activities
    No ancillary activities