school

UM E-Theses Collection (澳門大學電子學位論文庫)

Title

Total value adjustments of multivariate risky financial derivative

Issue date

2023.

Author

Yuan, Gang Nan

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

Ph.D.

Subject

Derivative securities -- Prices -- Mathematical models

Finance -- Mathematical models

Supervisor

Ding, Deng

Location
1/F Zone C
Library URL
991010328878306306