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Kristoffer Andersson

Full Name: K.H. Andersson
Function(s): Project member - Universiteit Utrecht

Email: Kristoffer.Andersson@cwi.nl
Telephone
Room: L125
Department(s): Scientific Computing

Publications

Andersson, K.H, & Oosterlee, C.W. (2021). Deep learning for CVA computations of large portfolios of financial derivatives. Applied Mathematics and Computation, 409. doi:10.1016/j.amc.2021.126399

Current projects with external funding

Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)