Johannes Weckend


Dr. rer. nat. Justus-Liebig-Universität Gießen and Justus-Liebig-Universität Gießen 2014 Germany Germany
Dissertation: Shifted Regime Switching CIR Diffusion Tree for Credit Options
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Ludger Overbeck
Advisor 2: Winfried Stute

Dr. rer. nat. Justus-Liebig-Universität Gießen and Justus-Liebig-Universität Gießen 2014 Germany Germany
Dissertation: Shifted Regime Switching CIR Diffusion Tree for Credit Options
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Ludger Overbeck
Advisor 2: Winfried Stute

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