Dr. J.H.M. Anderluh

publicaties

Bekijk de publicaties in Pure

vakken

2006 - Financial Mathematics

Code: WI4079 ECTS Punten: 6

2007 - Financial Mathematics

Code: WI4079 ECTS Punten: 6

2007 - Principes van Asset Trading

Code: WI3406TU ECTS Punten: 6

2009 - Principes van asset trading

Code: WI3416TU ECTS Punten: 7

2007 - Kansmodellen voor finance

Code: WI3404TU ECTS Punten: 6

2008 - Principes van asset trading

Code: WI3416TU ECTS Punten: 7

2010 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2010 - Current Issues in Finance

Code: WI3419TU ECTS Punten: 1

2010 - Clinic

Code: WI3420TU ECTS Punten: 0

2010 - Risk Management

Code: WI3421TU ECTS Punten: 3

2011 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2011 - Current Issues in Finance

Code: WI3419TU ECTS Punten: 1

2011 - Clinic

Code: WI3420TU ECTS Punten: 0

2011 - Risk Management

Code: WI3421TU ECTS Punten: 3

2014 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2014 - Current Issues in Finance

Code: WI3419TU ECTS Punten: 1

2013 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2013 - Current Issues in Finance

Code: WI3419TU ECTS Punten: 1

2012 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2012 - Current Issues in Finance

Code: WI3419TU ECTS Punten: 1

2015 - Financial Markets Theory

Code: WI4425 ECTS Punten: 6

2016 - Financial Markets Theory

Code: WI4425 ECTS Punten: 6

2016 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2015 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2015 - Current Issues in Finance

Code: WI3419TU ECTS Punten: 1

2018 - Financial Markets Theory

Code: WI4425 ECTS Punten: 6

2018 - Current Issues in Finance

Code: WI3430TU ECTS Punten: 2

2017 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2017 - Current Issues in Finance

Code: WI3430TU ECTS Punten: 2

2016 - Current Issues in Finance

Code: WI3430TU ECTS Punten: 2

2017 - Financial Markets Theory

Code: WI4425 ECTS Punten: 6

2018 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2019 - Financial Markets Theory

Code: WI4425 ECTS Punten: 6

2020 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2020 - Current Issues in Finance

Code: WI3430TU ECTS Punten: 2

2019 - Principles of Asset Trading

Code: WI3418TU ECTS Punten: 6

2019 - Current Issues in Finance

Code: WI3430TU ECTS Punten: 2

2020 - Financial Markets Theory

Code: WI4425 ECTS Punten: 6

Contact

+31 15 27 82632
J.H.M.Anderluh@tudelft.nl
36.HB 06.090
Elektrotechniek, Wiskunde en Informatica
Toegepaste Wiskunde
Kansrekening

Short CV:

2007 - now Assistant Professor in Financial Mathematics (20%), DIAM Probability and Statistics
2007 - now Director of Fund Management company HiQ Invest (80%).
2004 - 2007 Head of Quantitative Research BinckBank N.V. (40%)
2002 - 2007 PhD Student in Financial Mathematics (60%), DIAM Probability and Statistics
2001 - 2004 Quantitative Analist AOT N.V. (Amsterdam Option Traders) (40%)

Research interest:

Application of Probability and Statistics in the world of Finance. Research topics are (i) the understanding and application of probability models in the field of equity option pricing and commodity option pricing and (ii) the valuation of optionality within investments based on the real options method.

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