SMS scnews item created by Mary Myerscough at Wed 22 Feb 2012 1701
Expiry: 21 Mar 2012
Congratulations to Ian Gregory
The School warmly congratulates
on the award of the degree of PhD for the thesis
Large scale simulations in mathematical finance, with application to asymptotic statistics, pairs trading and CPPI.
The thesis was supervised by Christian-Oliver Ewald and Shelton Peiris.