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Oxford, Oxfordshire OX2 6ED
University of Oxford - Oxford-Man Institute of Quantitative Finance
CVA, DVA, FVA, ColVA, xVA, EPE, Collateral, xVA hedging, Deep BSDE Solver
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Derivatives Pricing, High-Dimensional PDEs, ANOVA, Bermudan Swaptions, LIBOR Market Model
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Monte Carlo simulation Partial differential equation (PDE), Stochastic volatility, Stochastic interest rate models, Convergence
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