Modeling, mathematical analysis and numerical simulation of problems related to counterparty risk and CVA.
Author
Academic year of defense
Date of defense
Center of defense
Facultade de Informática. Aula de Graos "Víctor Gulías".
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: De Frutos Baraja, Javier
University of A Coruña Repository