Alexander Schröter

MathSciNet


Dr. Universität zu Köln 2012 Germany
Dissertation: A Fast Quadrature Method for Pricing Basket Default Swaps by Means of Copulae
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Pascal Heider
Advisor 2: Rüdiger U. Seydel

No students known.

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