Paul von Loon


Ph.D. Heriot-Watt University 2016 UnitedKingdom
Dissertation: Emprical Studies in Corporate Credit Modelling: Liquidity Premia, Factor Portfolios & Model Uncertainty
Mathematics Subject Classification: 62—Statistics

Advisor 1: Andrew Cairns
Advisor 2: Alexander John McNeil

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 283378 for the advisor ID.