Activities per year
Personal profile
Research interests
My research focuses on developing efficient numerical methods for quantifying (Counterparty) Credit risk. Currently, in collaboration with FF Quant Advisory B.V., we are designing a novel Fourier tensor network for solving multi-dimensional expectation problems.
Research profile
For more information please check my personal website:
Education/Academic qualification
MSc Applied Mathematics, Delft University of Technology
Sept 2020 → Sept 2022
BSc. Applied Physics, Delft University of Technology
Sept 2017 → Jul 2020
BSc. Applied Mathematics, Delft University of Technology
Sept 2017 → Jul 2020
Fingerprint
Dive into the research topics where G.L. Mast is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
-
12th Bachelier World Congress of the Bachelier Finance Society
G.L. Mast (Chair of programme committee)
8 Jul 2024 → 12 Jul 2024Activity: Participating in or organising an event › Participation in conference
-
Fast calculation of counterparty credit exposures and associated sensitivities using fourier seriesexpansion
G.L. Mast (Speaker)
6 Jun 2023 → 9 Jun 2023Activity: Talk or presentation › Talk or presentation at a conference