Mark Bentley
Original record- Institution
- Monash University
- Year
- 2018
- Country
- Australia
- MGP identifier
- 229320
Dissertation: Credit Valuation Adjustment of Credit Default Swaps by Levy Structural Models
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Kais HamzaUniversité Pierre-et-Marie-Curie - Paris VI · 1988
- Fima Chaim KlebanerUniversity of Melbourne · 1983
Students 0
No students recorded in this snapshot.