dr. B. Roorda (Berend) | Universiteit Twente

Projection

Representation

Price

Derivatives

Uncertainty

Costs

Acceptability

Half Line

Faculteit Behavioural, Management and Social Sciences (BMS), Industrial Engineering & Business Information Systems (IEBIS)

Roorda, B., & Joosten, R. A. M. G. (2017). Consistent Preferences with Fixed Point Updates. (pp. -).

Roorda, B., & Schumacher, J. M. (2016). Weakly time consistent concave valuations and their dual representations. Finance and stochastics, 20(1), 123-151. DOI: 10.1007/s00780-015-0285-8

Roorda, B., & Joosten, R. A. M. G. (2014). Tuned Risk Aversion as Interpretation of Non-Expected Utility Preferences.. -.

Roorda, B., & Schumacher, H. (2013). Membership conditions for consistent families of monetary valuations. Statistics & risk modeling, 30(3), 255-280. DOI: 10.1524/strm.2013.1131

Bernhard, P., Engwerda, J. C., Roorda, B., Schumacher, J. M., Kolokoltsov, V., Saint-Pierre, P., & Aubin, J-P. (2013). The Interval Market Model in Mathematical Finance. (Static & Dynamic Game Theory: Foundations & Applications). New York: Springer. DOI: 10.1007/978-0-8176-8388-7

Naar mijn profiel

+31534893912 (bij geen gehoor)

b.roorda@utwente.nl

Bezoekadres

Universiteit Twente
Faculteit Behavioural, Management and Social Sciences
Ravelijn (gebouwnr. 10), kamer 3349
Hallenweg 17
7522NH Enschede

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Postadres

Universiteit Twente
Faculteit Behavioural, Management and Social Sciences
Ravelijn 3349
Postbus 217
7500 AE Enschede

Faculteit Behavioural, Management and Social Sciences (BMS), Industrial Engineering & Business Information Systems (IEBIS)

Universiteit Twente Drienerlolaan 5
7522 NB Enschede

+31 (0)53 489 9111
info@utwente.nl
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