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- 2017
-
Mark
Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
- Master (Two yrs)
- 2014
-
Mark
What Drives the Difference in Probability of Default from Reduced Form- and Structural Approaches
- Master (Two yrs)
- 2012
-
Mark
Pricing Temperature Weather Derivatives
- Master (One yr)