Damir Filipovic

MathSciNet


Ph.D. ETH Zürich 2000 Switzerland
Dissertation: Consistency Problems for HJM Interest Rate Models

Advisor 1: Freddy Delbaen
Advisor 2: Paul Embrechts

Students:
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NameSchoolYearDescendants
Cambou, MathieuÉcole Polytechnique Fédérale de Lausanne2016
Eksi, ZehraUniversität Wien20111
Stefanovits, DavidETH Zürich2016
Vogelpoth, NicolasUniversität Wien2009
Willems, SanderÉcole Polytechnique Fédérale de Lausanne2019

According to our current on-line database, Damir Filipovic has 5 students and 6 descendants.
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