Cornelis S. L. de Graaf

MathSciNet


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.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 215896 for the advisor ID.