by Gabor Zavodszky | Jan 5, 2017 | Hot News, News
According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...
by Gabor Zavodszky | Jan 5, 2017 | Hot News, News
According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...
by Gabor Zavodszky | Nov 28, 2016 | News
It is with great pleasure that we can let you know that the University of Amsterdam has appointed Drona Kandhai as professor by special appointment in Computational Finance. For further info and details please read on here.
by Gabor Zavodszky | Oct 30, 2016 | News
The group was working hard, and finally these are the results for this year! We wish you a happy Halloween!
by Gabor Zavodszky | Oct 25, 2016 | News
Rick Quax has been appointed as the new Assistant Professor on the topic of ‘Information Processing in Complex Adaptive Systems’ in the group. His new role started on September 1, 2016. Together with Prof. Peter Sloot he will spearhead the ‘Complex...
