Welcome...

dr. B. Roorda (Berend)

Associate Professor

Expertise

Projection
Fixed Point
Representation
Price
Derivatives
Uncertainty
Costs
Acceptability

Publications

Recent
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., & 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

UT Research Information System

Contact Details

Visiting Address

University of Twente
Faculty of Behavioural, Management and Social Sciences
Ravelijn (building no. 10), room 3349
Hallenweg 17
7522NH  Enschede
The Netherlands

Navigate to location

Mailing Address

University of Twente
Faculty of Behavioural, Management and Social Sciences
Ravelijn  3349
P.O. Box 217
7500 AE Enschede
The Netherlands