Clemens Prestele
Dr. rer. nat. Universität Ulm 2007
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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