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