Marius Hofert

MathSciNet


Dr. rer. nat. Universität Ulm 2010 Germany
Dissertation: Sampling Nested Archimedean Copulas with Applications to CDO Pricing
Mathematics Subject Classification: 62—Statistics

Advisor 1: Ulrich Stadtmüller
Advisor 2: Rüdiger Kiesel

Students:
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NameSchoolYearDescendants
Koike, TakaakiUniversity of Waterloo2020
Prasad, AvinashUniversity of Waterloo2020

According to our current on-line database, Marius Hofert has 2 students and 2 descendants.
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