Karim Moussa

Hi! My name is Karim, welcome to my website. I'm a researcher at the Department of Econometrics and Data Science at the Vrije Universiteit Amsterdam. Currently, I'm a visiting researcher at the University of Cambridge in the Department of Engineering (until January 31, 2025).

My main research interests are: state space models (filtering, smoothing, estimation), financial econometrics (time series analysis), and mathematical finance (option pricing). 

You can find out more about my research and teaching by going to the corresponding page.