Mathematical models and numerical methods for XVA in multi-currency setting

Author

Simonella, Roberta

Academic year of defense

2022/2023

Date of defense

14/07/2023

Center of defense

Aula de Grados Víctor Gulías. Facultad de Informática

PhD

5026V01 - PhD in Mathematical Modelling and Numerical Simulation in Engineering and Applied Science

Supervisor(s)

  • Arregui Álvarez, Íñigo
  • Vázquez Cendón, Carlos

Committee

  • Presidente/a: Oosterlee, Kees
  • Secretario/a: Calvo Garrido, María Del Carmen
  • Vocal: Salvador Mancho, Beatriz

University of A Coruña Repository