Gabriele Sarais


Ph.D. Imperial College London 2015 UnitedKingdom
Dissertation: Pricing Inflation and Interest Rates Derivatives with Macroeconomic Foundations
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Damiano Brigo

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 261709 for the advisor ID.