Cornelis S. L. de Graaf
Ph.D. Universiteit van Amsterdam 2016
Dissertation:
Efficient PDE based numerical estimation of credit and liquidity risk measures for realistic derivative portfolios
Mathematics Subject Classification: 35—Partial differential equations
Advisor 1: Peter M. A,. Sloot
Advisor 2: Bhagwatpersad D. Kandhai
No students known.
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