PhD defence Anton van der Stoep (Scientific Computing)
Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting
- https://www.cwi.nl/research/groups/scientific-computing/events/phd-defense-anton-van-der-stoep-scientific-computing
- PhD defence Anton van der Stoep (Scientific Computing)
- 2019-03-26T12:30:00+01:00
- 2019-03-26T13:30:00+01:00
- Pricing and Calibration with Stochastic Local Volatility Models in a Monte Carlo Setting
- What Scientific Computing English Not a Seminar
- When 26-03-2019 from 12:30 to 13:30 (Europe/Amsterdam / UTC100)
- Where TU Delft
- Contact Name Anton van der Stoep
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You are cordially invited to the public defence 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)