Cornelis S. L. de Graaf


Ph.D. Universiteit van Amsterdam 2016 Netherlands
Dissertation: Efficient PDE based numerical estimation of credit and liquidity risk measures for realistic derivative portfolios
Mathematics Subject Classification: 35—Partial differential equations

Advisor 1: Peter M. A,. Sloot
Advisor 2: Bhagwatpersad D. Kandhai

No students known.

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