Kristoffer Andersson (CWI), Learning exposure profiles for portfolios of exotic derivatives

Kristoffer Andersson is a PhD candidate in the group of Prof. Kees Oosterlee. He is currently working, in the context of a European Industrial Doctorates project, on counterparty credit risk management, XVA and optimal stopping problems, in combination with modern machine learning paradigms.

About CWI:
Centrum Wiskunde & Informatica (CWI) is the national research institute for mathematics and computer science in the Netherlands. Founded in 1946, CWI is part of the Institutes Organisation of NWO, NWO-I. While located at Amsterdam Science Park, our institute has strong international links, and we enjoy a global reputation for our innovative research.

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