Feike C. Drost is associate professor in Mathematical Statistics and Quantitative Finance at the Department of Econometrics & OR.
Feike's research program focused on the statistical aspects of financial models and includes, for example, semiparametric analysis in time series, statistical properties of diffusion models, and the relation between discrete time and continuous time models.
Refereed Publications: click here
Personal profile/CV: click here
Feike taught a wide variety of courses in mathematics, probability, and statistics and their applications in econometrics, quantitative finance, and actuarial science, He supervised a large number of BSc, MSc, and PhD projects. Currently, Feike teaches the following courses: