Computational Challenges in Risk Calculations for XVA
Kilian Buis
Supervisor TU Delft: Fang Fang
Supervisors
Rabobank: Sebastiaan Borst and Jan van der Linden
start of the project: February 2023
The Master project has been finished in December 2023
by the completion of the
Masters Thesis
and a final
presentation
has been given.
For working address etc. we refer to our
alumnipage.
Summary of the master project:
Description
Contact information:
Kees
Vuik
Back to the
home page
or the
Master students page of Kees Vuik