Alexander McNeil: PhD Students

Past Students

  1. Stefano Demarta. The Copula Approach to Modelling Multivariate Extreme Values, ETH Diss. No. 17307, 2007. Current Employer: Swiss Life
  2. Jonathan Wendin. Bayesian Methods in Portfolio Credit Risk Management, ETH Diss. No. 16481, 2006. Current Employer: JP Morgan
  3. Thomas Liniger. Multivariate Hawkes Processes, 2009. Current Employer: Amplitude Capital

Current Students

  1. Yongqiang Bu
  2. Mark Cathcart