Naoufel El-Bachir
Ph.D. University of Reading 2008
Dissertation:
Stochastic default intensity modeling with dependent jump processes
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Carol Olivia Alexander
Advisor 2: Damiano Brigo
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 261066 for the advisor ID.