PhD defence: Modeling Mortgage Prepayment Risk and Accelerated Monte Carlo Methods in Quantitative Finance
PLEASE NOTE: The candidate gives a layman's talk, therefore the livestream will start fifteen minutes earlier.
- Start date and time
- End date and time
- Location
- Hybride: online (livestream link) and for invited guests in the Utrecht University Hall, Domplein 29
- PhD candidate
- L. Perotti
- Dissertation
- Modeling Mortgage Prepayment Risk and Accelerated Monte Carlo Methods in Quantitative Finance
- PhD supervisor(s)
- prof. dr. ir. C.W. Oosterlee
- Co-supervisor(s)
- dr. ir. L.A. Grzelak