The Vasicek Story

The Vasicek Story

In a manifest attempt to spice up my teaching in the Financial Models class, I sometimes tell a story about the Vasicek model, which is…

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Good for Nothing

Good for Nothing

When I was still a student our neighbor once asked me for help. ‘René, gij studeert toch wiskunde op de universiteit ofzo?’ ‘Ja, dè klopt’,…

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How Did Vega Become a Greek?

How Did Vega Become a Greek?

The word “fiets” ranks high among the words in Dutch that are most likely to be known by students from abroad. (It means “bicycle”, just…

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Spring in September

Spring in September

In life there are some requests that you cannot refuse. This is what came to my mind when the editors of Nekst asked me whether…

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Understanding Institutions

Understanding Institutions

When you are a scientist, it is very satisfactory to note that frequent references are still made in current research to a paper that you…

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The Optimization Edge

The Optimization Edge

In my previous column I described the important developments of Business Analytics. As described in that column, in general four different levels of degree of…

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Slow Econometrics

Slow Econometrics

The end of the academic year is approaching. After grading some final exams the academic summer kicks in. What is a researcher doing in the…

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How to be a successful Ph.D. student

How to be a successful Ph.D. student

Since the start of the fall semester, I am education coordinator for econometrics in the Graduate Program in Economics (GPE) at Tilburg University. In my…

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A judgment of Solomon?

A judgment of Solomon?

Investment is a lot less fun today than it used to be. I have been hearing this more and more over the last year. Where…

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Monitoring

Monitoring

Monitoring, we do it all the time. We are constantly observing the world around us and we make sure that we interpret these observations using…

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