Atsushi Kawai


Ph.D. University of New South Wales 2002 Australia
Dissertation: Pricing and Hedging Swaptions in the LIBOR Market Model

Advisor 1: Benjamin Goldys
Advisor 2: Robert Spencer Womersley

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 186568 for the advisor ID.