Research output per year
Research output per year
Personal profile
Research interests
- Financial Mathematics
- Stochastic Processes
- Risk management (especially model risk)
Curriculum Vitae
Quantitative Finance, Master of Science, Vienna University of Economics and Business
1 Sept 2021 → 14 Sept 2023
External positions
Working Student Quantitative Credit Risk
1 Jul 2021 → 30 Apr 2024
Publications
- 1 Master's thesis
-
Robustness of the Multivariate Black-Scholes Model
Rigby, L., 12 Sept 2023, 58 p.Publication: Thesis › Master's thesis