Aurélien Alfonsi
Ph.D. École Nationale des Ponts et Chaussées 2006
Dissertation:
Mod\'elisation en risque de cr\'edit.
Calibration et discr\'etisation de
mod\'eles financiers
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Benjamin Jourdain
Advisor 2: Damiano Brigo
Students:
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here to see the students ordered by family name.
| Name | School | Year | Descendants |
|---|---|---|---|
| Ahdida, Abdelkodousse | Université Paris-Est | 2011 | |
| Infante Acevedo, José Arturo | Université Paris-Est | 2013 |
According to our current on-line database, Aurélien Alfonsi has 2 students and 2 descendants.
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