Cornelis S. L. de Graaf
Original record- Institution
- Universiteit van Amsterdam
- Year
- 2016
- Country
- Netherlands
- MGP identifier
- 215896
Dissertation: Efficient PDE based numerical estimation of credit and liquidity risk measures for realistic derivative portfolios
Mathematics Subject Classification: 35—Partial differential equations
Advisors 2
- Bhagwatpersad D. KandhaiUniversiteit van Amsterdam · 1999
- Peter M. A,. SlootUniversiteit van Amsterdam · 1988
Students 0
No students recorded in this snapshot.