Fast calculation of portfolio credit losses and the sensitivities on GPU
Arvind Nayak
(COSSE student, double degree with
TU
Berlin)
Site of the project: ING
Supervisor TU Delft: Kees Vuik
Supervisor ING: Fang Fang, Xiaoyu Shen and Drona Kandhai
start of the project: October 2020
In February 2021 the
Interim Thesis
has appeared
and a
presentation
has been given.
The Master project has been finished in August 2021
by the completion of the
Masters Thesis
and a final
presentation
has been given.
For working address etc. we refer to our
alumnipage.
Summary of the master project:
Description
Contact information:
Kees
Vuik
Back to the
home page
or the
Master students page of Kees Vuik