FEATURED AUTHOR
Jacco Thijssen
I am professor of finance at the University of York (UK). Before York, I lectured at Trinity College Dublin, which I joined after obtaining a PhD in mathematical economics from Tilburg University (Netherlands). My main research interests are in applications of optimal stopping theory, stochastic calculus, and game theory to problems in economics and finance. I am particularly interested in investment under uncertainty ("real options").
Subjects: Business & Management, Mathematics, Statistics
Biography
Professor Jacco Thijssen completed his "doctoraal" in Econometrics & Operations Research, as well as his PhD in Mathematical Economics, at Tilburg University in his native Netherlands. After lecturing in Economics at Trinity College Dublin for seven years and stints at York's departments of Mathematics and Economics and Related Studies, he joined the York Management School in July 2014.His main research interests are on the intersection of industrial organization and corporate finance, where he tries to understand optimal dynamic decision making under uncertainty, using techniques from optimal control theory, optimal stopping theory, game theory, and infinite dimensional analysis.
His teaching experience ranges from probability theory for mathematics students to statistics for business & economics students, via microeconomics, econometrics, (corporate) finance and game theory. He takes a particular interest in trying to make many students' initial fear of abstract notation and resoning. He particularly rates students acquiring skills that allow them to turn practical problems into a framework that admits formal analysis, be it in economics, finance, OR, or statistics.
Education
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PhD, Tilburg University, Tilburg (Netherlands), 2003
Books
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