Wenbo Hu


Ph.D. Florida State University 2005 UnitedStates
Dissertation: Calibration of Multivariate Generalized Hyperbolic Distributions Using the EM Algorithm, with Applications in Risk Management, Portfolio Optimization, and Portfolio Credit Risk
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences

Advisor: Alec Kercheval, ex-Norton

No students known.

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