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Martin Gurny

  • Title: Mr
  • Position: PhD Student - Department of Applied Finance and Actuarial Studies

Contact Details


Co-tutelle PhD student (with University of Bergamo, Italy)

Currently tutoring: AFIN328 - Financial Risk Management; AFIN329 - Security Pricing and Hedging


journal toggle icon open Refereed Journal Articles

Gurny, M., Ortobelli Lozza, S., & Giacometti, R. (2013). Structural Credit Risk Models with Subordinated Processes. Journal of Applied Mathematics, 2013. (IF = 0.834)

Student information

  • Load: PhD Student Full Time
  • Principal supervisor:

    Professor Stefan Trueck

  • Associate supervisor:

    Dr Egon Kalotay

  • Date of submission: 29/01/2016
  • Thesis title: Application and verification of methods for determination of probability of default within credit risk management