Mathematical models and numerical methods for XVA with emphasis in regulatory capital

Author

Trevisani, Davide

Academic year of defense

2024/2025

Date of defense

22/09/2025

Center of defense

Aula de Graos Víctor Gulías da Facultade de Informática

PhD

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

Supervisor(s)

  • López Salas, José Germán
  • Vázquez Cendón, Carlos

Committee

  • Presidente/a: De Frutos Baraja, Javier
  • Secretario/a: Calvo Garrido, María Del Carmen
  • Vocal: Ortiz Gracia, Luis

University of A Coruña Repository