Clemens Prestele

Dr. rer. nat. Universität Ulm 2007 Germany
Dissertation: Credit Portfolio Modelling with Elliptically Contoured Distributions: Approximation, Pricing, Dynamisation
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Rüdiger Kiesel
Advisor 2: Ulrich Stadtmüller

No students known.

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