Wenbo Hu
Original record- Institution
- Florida State University
- Year
- 2005
- Country
- United States
- MGP identifier
- 95853
Dissertation: Calibration of Multivariate Generalized Hyperbolic Distributions Using the EM Algorithm, with Applications in Risk Management, Portfolio Optimization, and Portfolio Credit Risk
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1
- Alec Kercheval, ex-NortonUniversity of California, Berkeley · 1987
Students 0
No students recorded in this snapshot.