Research Output per year
Research Output per year
dr.
Warandelaan 2, Koopmans Building, room K 504
5037 AB Tilburg
Netherlands
Research output per year
Feike C. Drost is research fellow at CentER, Tilburg University, and associate professor in Mathematical Statistics and Quantitative Finance at the Department of Econometrics & OR.
Refereed Publications: click here
Feike's research program is concentrated on the statistical aspects of financial models and it includes, for example, semiparametric analysis in time series, statistical properties of diffusion models, and the relation between discrete time and continuous time models.
1997 - present Associate Professor in Mathematical Statistics and Quantitative Finance, Tilburg University
1987 - 1996 Assistant professor in Mathematical Statistics, Tilburg University
1990 - 1994 Research fellow of the Royal Netherlands Academy of Arts and Sciences
Visiting Positions:
June 2001 CREST/INSEE, Paris
December 1998 UCR, Riverside
November 1998 CIRANO, Montreal
January-June 1996 Universite des Sciences Sociales, Toulouse
September + October 1994 CREST/INSEE, Paris
COMPLETED PhD THESES
Current PhD PROJECTS
Click here for my courses.
Currently Feike C. Drost teaches (parts of) the following courses:
Previously, Feike C. Drost taught several courses in mathematics, statistics, econometrics, and finance:
Research output: Working paper › Other research output
Research output: Contribution to journal › Article › Scientific › peer-review
Research output: Contribution to journal › Article › Scientific › peer-review
Research output: Contribution to journal › Article › Scientific › peer-review
Research output: Working paper › Other research output
F.C. Drost (Speaker)
Activity: Talk or presentation types › Invited talk › Scientific
F.C. Drost (Speaker)
Activity: Talk or presentation types › Invited talk › Scientific
F.C. Drost (Speaker)
Activity: Talk or presentation types › Invited talk › Scientific
F.C. Drost (Speaker)
Activity: Talk or presentation types › Invited talk › Scientific
F.C. Drost (Speaker)
Activity: Talk or presentation types › Invited talk › Scientific
Becheri, I. G., Werker, B., Drost, F. C. & van den Akker, R.
1/09/09 → 21/12/12
Project: Research project
van der Heijden, T. G. E., Werker, B. & Drost, F. C.
1/09/06 → 1/09/10
Project: Research project
Kozarski, R., Melenberg, B. & Drost, F. C.
1/09/06 → 1/09/09
Project: Research project
Werker, B., van den Akker, R. & Drost, F. C.
1/09/03 → 1/09/07
Project: Research project
Werker, B., Boes, M. J., Nijman, T. & Drost, F. C.
1/09/01 → 1/09/05
Project: Research project