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Personal profile

Personal information

Norman received his PhD from Goethe University in Frankfurt and subsequently worked as Assistant Professor of Finance at University of St. Gallen. 2012 he moved to Amsterdam to work as an Assistant Professor of Finance (tenured 2017) at the finance department of the VU University. In 2019 he has been promoted to Associate Professor of Finance. Norman is a visiting scholar at Dutch National Bank and frequently visits Columbia Business School NYC as research scholar as well. From 2014-2017 he served as Associate Editor of the Journal of Banking and Finance and is affiliated to the Tinbergen Research Institute as research fellow.

Research

Norman’s primary research interests are the fields of asset pricing, financial econometrics, derivatives, commodities, international macroeconomics and finance. His research has been published in the Review of Financial Studies, Journal of Business & Economic Statistics, Journal of Economic Dynamics & Control, Journal of Empirical Finance, Journal of Banking and Finance, and Journal of Futures Markets.

Teaching

Master of Finance:

  • Derivatives
  • Research Project Finance
  • Supervising Master Thesis Class

Minor Applied Econometrics: A Big Data Experience for All

  • Empirical Finance

Pre Master Program:

  • Academic Paper Writing Class

Postgraduate Program Risk Management for Financial Institutions:

  • Black&Scholes, Risk Management, and Implied Volatility
  • Quantiative Risk Management

Postgraduate Program VBA-Opleiding Investment Management:

  • Derivatives
  • Quantiative Risk Management

Postgraduate Program Treasury Management:

  • Credit Risk
  • Quantiative Risk Management
  • Futures and Options

Grants

NWO pilot project high performance computing grant

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Keywords

  • HG Finance
  • HA Statistics

Fingerprint Dive into the research topics where Norman Seeger is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Jump-diffusion Model Mathematics
Model Complexity Mathematics
Empirical Analysis Mathematics
Equity Mathematics
Specification Mathematics
Jump Mathematics
Stochastic Volatility Model Mathematics
Model Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2012 2019

Option pricing of earnings announcement risks

Dubinsky, A., Johannes, M., Kaeck, A. & Seeger, N. J., Feb 2019, In : Review of Financial Studies. 32, 2, p. 646-687 42 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Earnings announcements
Option pricing
Price uncertainty
Estimator
Option pricing model

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns

Kaeck, A., Rodrigues, P. & Seeger, N. J., May 2018, In : Journal of Economic Dynamics and Control. 90, May, p. 1-29 29 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Model Complexity
Jump-diffusion Model
Specification Test
Confidence Set
Financial Crisis

Displaced Relative Changes in Historical Simulation: Application to Risk Measures of Interest Rates with Phases of Negative Rates

Fries, C., Nigbur, T. & Seeger, N. J., 2017, In : Journal of Empirical Finance. 42, p. 175-198

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models

Kaeck, A., Rodrigues, P. & Seeger, N. J., 2017, In : Journal of Banking and Finance. 83, October, p. 85-103

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Network, market, and book-based systemic risk rankings

van de Leur, M. C. W., Lucas, A. & Seeger, N. J., 1 May 2017, In : Journal of Banking and Finance. 78, p. 84-90 7 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Systemic risk
Ranking
Google
Market value
PageRank

Activities 2012 2014

  • 1 Editorial work
  • 1 Lecture / Presentation

Journal of Banking and Finance (Journal)

N.J. Seeger (Member of editorial board)
2014

Activity: Peer review and Editorial workEditorial workAcademic

Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for

N.J. Seeger (Speaker), P. Rodrigues (Speaker), R. Frey (Speaker)
5 Oct 2012

Activity: Lecture / PresentationAcademic