Modern Advances in Computational Credit Risk Modelling. Quantitative Approaches to Margin Value Adjustments for Interest Rate Derivatives
Computer Science
Jori Hoencamp will defend the dissertation 'Modern Advances in Computational Credit Risk Modelling. Quantitative Approaches to Margin Value Adjustments for Interest Rate Derivatives'. Supervisors are Prof. B.D. Kandhai and Prof. P.M.A. Sloot.
Event details of
Modern Advances in Computational Credit Risk Modelling. Quantitative Approaches to Margin Value Adjustments for Interest Rate Derivatives
- Date
- 21 November 2024
- Time
- 16:00 -17:30
- Location
- Agnietenkapel
You can find UvA dissertations and other publications in the UvA-DARE database.
You can watch this PhD defence ceremony here.
