Aurélien Alfonsi

MathSciNet


Ph.D. École Nationale des Ponts et Chaussées 2006 France
Dissertation: Mod\'elisation en risque de cr\'edit. Calibration et discr\'etisation de mod\'eles financiers
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Benjamin Jourdain
Advisor 2: Damiano Brigo

Students:
Click here to see the students listed in chronological order.

NameSchoolYearDescendants
Ahdida, AbdelkodousseUniversité Paris-Est2011
Infante Acevedo, José ArturoUniversité Paris-Est2013

According to our current on-line database, Aurélien Alfonsi has 2 students and 2 descendants.
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