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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. 2014 he moved to Amsterdam to become an Assistant Professor of Finance (tenured 2017) at the finance department of the VU University. 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.


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.


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

School of Finance and Risk Management:

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

Postgraduate Program Treasury Management:

  • Credit Risk
  • Quantiative Risk Management
  • Futures and Options

Ancillary activities

No ancillary activities

Ancillary activities are updated daily


  • HG Finance
  • HA Statistics

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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

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Research Output 2012 2018

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 journalArticle

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

Option Pricing of Earnings Announcement Risks

Seeger, N. J., Kaeck, A. & Johannes, M. 2018 (Accepted/In press) In : Review of Financial Studies. 82 p.

Research output: Contribution to journalArticle

Earnings announcements
Option pricing
Price uncertainty
Option pricing model
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 journalArticle

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 journalArticle

Systemic risk
Market value