Efficient calibration, valuation and pricing. With applications in interest rate and credit risk models
Mathematics
Jian He will defend the dissertation 'Efficient calibration, valuation and pricing. With applications in interest rate and credit risk models'. Supervisor is Prof. P.J.C. Spreij. The co-supervisor is Dr A. Khedher.
Event details of
Efficient calibration, valuation and pricing. With applications in interest rate and credit risk models
- Date
- 8 June 2026
- Time
- 13:00 -14:30
- Location
- Agnietenkapel
You can find UvA dissertations and other publications in the UvA-DARE database.
You can watch this PhD defence ceremony here.
