Nederlands

PhD defense Anton van der Stoep (Scientific Computing)

Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting

When
26 Mar 2019 from 12:30 p.m. to 26 Mar 2019 1:30 p.m. CET (GMT+0100)
Where
TU Delft
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You are cordially invited to the public defense of Anton van der Stoep on his PhD thesis titled:

Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting

Promotor: prof. dr. C.W. Oosterlee (CWI, TU Delft)
Co-promotor: dr. ir. L.A. Grzelak (Rabobank, TU Delft)