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dr. D.J.M. (Dirk) Veestraeten

Faculty of Economics and Business
Sectie Macro & International Economics
Photographer: Ineke Oostveen

Visiting address
  • Roetersstraat 11
  • Room number: E3.70
Postal address
  • Postbus 15867
    1001 NJ Amsterdam
  • Profile

    Position

    Assistant Professor 

    Short Biography

    Dirk Veestraeten is an Assistant Professor of Economics at the University of Amsterdam. His teaching activities focus on the University's curriculum in International and Monetary Economics. He holds a Ph.D. from the Katholieke Universiteit of Leuven (K.U. Leuven, Belgium)

    Research interests

    Exchange rate economics, asset pricing, stochastic processes, special functions

  • Teaching

    Teaching activities

    Money and Banking (BSc course)

    International Trade and Investment (BSc course)

    Economics of Money and Banking (BSc course, PPLE)

    International Economic Cooperation (MSc course)

    International Trade Theory and Policy (MSc course)

    Research Seminar Track International Economics & Globalization (MSc course)

  • Publications

    2019

    • Veestraeten, D. (2019). Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function. Integral Transforms and Special Functions. https://doi.org/10.1080/10652469.2019.1699922

    2017

    2016

    2015

    • Veestraeten, D. (2015). A recursion formula for the moments of the first passage time of the Ornstein-Uhlenbeck process. Journal of Applied Probability, 52(2), 595-601. https://doi.org/10.1239/jap/1437658618 [details]
    • Veestraeten, D. (2015). On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function. Integral Transforms and Special Functions, 26(11), 859-871. https://doi.org/10.1080/10652469.2015.1063628 [details]
    • Veestraeten, D. (2015). Some remarks, generalizations and misprints in the integrals in Gradshteyn and Ryzhik. Scientia. Series A. Mathematical Sciences, 26, 115-131. [details]

    2014

    2013

    2012

    • Hertrich, M., & Veestraeten, D. (2012). Valuing stock options when prices are subject to a lower boundary: a correction. The Journal of Futures Markets. [details]
    • Veestraeten, D. (2012). Transition probabilities in a problem of stochastic process switching. Economics Letters, 114(2), 201-204. https://doi.org/10.1016/j.econlet.2011.09.042 [details]

    2008

    2007

    2006

    2004

    • Veestraeten, D. J. M. (2004). The conditional probability density function for a reflected Brownian motion. Computational Economics, 24(2), 185-207.

    2001

    • Dewachter, H., & Veestraeten, D. J. M. (2001). Measuring convergence speed of asset prices toward a pre-announced target. Applied Financial Economics, 11(6), 591-601. [details]

    1999

    • De Grauwe, P., Dewachter, H., & Veestraeten, D. J. M. (1999). Explaining recent European exchange rate stability. International Finance, 2(1), 1-31. https://doi.org/10.1111/1468-2362.00017
    • Gebauer, W., Schmidt, K. J. W., & Veestraeten, D. J. M. (1999). Financial market indicators and real capital investment in Germany. In W. Bühler, H. Hax, & R. Schmidt (Eds.), Empirical Research on the German Capital Market (pp. 113-134). (Contributions to Management Services). Heidelberg: Physica-Verlag/Springer-Verlag.
    • de Grauwe, P., Dewachter, H., & Veestraeten, D. J. M. (1999). Price dynamics under stochastic process switching: Some extensions and an application to EMU. Journal of international Money and Finance, 18(2), 195-224. https://doi.org/10.1016/S0261-5606(99)00001-7

    1998

    2010

    • Veestraeten, D. J. M. (2010). Erratum to "An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate". Mathematical Biosciences, 241(1).

    2005

    • Veestraeten, D. J. M. (2005). Investigating Nonlinearities and Undeclared Narrow Zones in the Exchange Rate Mechanism. In V. Deville, J. von Landesberger, M. Müller, F. Schobert, & A. Worms (Eds.), Issues on Monetary Theory and Policy. Proceedings of a Colloquium in Honour of Wolfgang Gebauer (pp. 147-174). Frankfurt: Bankakademie Verlag.

    2002

    • Veestraeten, D. J. M. (2002). Asset price dynamics under announced policy switching.

    2015

    • Veestraeten, D. (2015). Integral representations for products of two parabolic cylinder functions with different arguments and orders. Ithaca, NY: arXiv.org. [details]
    • Veestraeten, D. (2015). Recursion formulas for the evaluation of the parabolic cylinder function with integer and half-integer orders. Amsterdam: University of Amsterdam. https://doi.org/10.13140/RG.2.1.2133.0404 [details]

    2013

    • Veestraeten, D. (2013). Moments, time-depending rebates and the put-call parity for barrier options. Amsterdam: University of Amsterdam. [details]

    2000

    • Veestraeten, D. (2000). Conditional distributions in the Krugman target zone model and undeclared narrow bands. (CES Discussion Paper Series; No. 01.02). Leuven: Center for Economic Studies.
    • Veestraeten, D. J. M. (2000). Pricing of currency options in credible target zones: An extension and an alternative valuation approach. (CES Discussion Paper Series; No. 00.31). Leuven: Center for Economic Studies.

    1999

    • Dewachter, H., & Veestraeten, D. (1999). Measuring convergence speed of asset prices toward a pre-announced target. (CES discussion paper series; No. 99.02). Leuven: Center for Economic Studies.
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
    • No ancillary activities