Fast calculation of portfolio credit losses and the sensitivities on GPU
Arvind Nayak (COSSE student, double degree with TU Berlin)

Site of the project: ING

Supervisor TU Delft: Kees Vuik
Supervisor ING: Fang Fang, Xiaoyu Shen and Drona Kandhai

start of the project: October 2020

In February 2021 the Interim Thesis has appeared and a presentation has been given.

The Master project has been finished in August 2021 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:

Contact information: Kees Vuik

Back to the home page or the Master students page of Kees Vuik