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Person

Dr. R.G. de Vilder

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Expertise	Valueing derivatives; Stochastic processes; Nonlinear economic dynamics
Expertise (NL)	Het waarderen van afgeleide producten; Stochastische processen; Niet-lineaire economische dynamica
Digital Author ID	info:eu-repo/dai/nl/14059065X
Addition	Charge de recherche première classe bij CNRS/DELTA (samenwerkingsverband tussen Ecole Normale Superieure, Ecole des Hautes Etudes et Sciences Sociales en het CNRS)

Active as

Associate professor
Organisation	Korteweg-de Vries Institute for Mathematics (UvA)
Chair (EN)	Financial mathematics; nonlinear dynamical systems
Chair (NL)	Financiële wiskunde; niet-lineaire dynamische systemen
Phone	+31-20-5255861
Email	r. g. devilder -at- uva. nl

Publications

Volatility proxies and GARCH models
Forward and backward dynamics in implicitly defined overlapping generations models
Forward and backward dynamics in implicitly defined overlapping generations models
Testing the Continuous Semimartingale Hypothesis for the S&P 500
Computing invariant sets

All publications..

Classification

A55000	Management, accountancy
D11000	Mathematics

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