Alexander McNeil: PhD Students
Past Students
- Stefano Demarta. The
Copula Approach to Modelling Multivariate Extreme Values, ETH Diss. No.
17307, 2007. Current Employer: Swiss Life
- Jonathan Wendin. Bayesian
Methods in Portfolio Credit Risk Management, ETH Diss. No. 16481, 2006.
Current Employer: JP Morgan
- Thomas Liniger. Multivariate Hawkes Processes, 2009. Current
Employer: Amplitude Capital
Current Students
- Yongqiang Bu
- Mark Cathcart