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Short CV
Lexuri Fernández studied a Bachelor degree in Mathematics from the University of the Basque Country. After her graduation in 2008, Lexuri joined the interuniversity Master Program 'Quantitative Finance and Banking' at the University of the Basque Country. In September 2015 she completed her PhD 'Selected Topics in Financial engineering: First-exit times and dependence structures of Marshall-Olkin kind' at the University of the Basque Country under the supervision of Prof. Dr, Matthias Scherer (TUM) and Prof. Dr. Luis A. Seco (University of Toronto). From March 2012 until July 2015 she has been at the Chair of Mathematical Finance (TUM) and since February 2016 she is a PostDoc.
Fernández, L.; Scherer; M.: Emil J. Gumbel's last course on the "Statistical theory of extreme values'': a conversation with Tuncel M. Yegulalp. Extremes 21 (1), 2018, 97-113 more…
2017
Fernández, L.; Scherer, M.: Simulating Lévy-frailty copulas built from alpha-stable Lévy-subordinators. Working Paper, 2017 more…
2016
Fernández, L.; Scherer, M.: Emil J. Gumbel - Ein Statistiker der Extreme. RISIKO MANAGER (05/2016), 2016, 33-39 more…
2015
Bernhart, B.; Fernández, L.; Mai, J.-F.; Schenk, S.; Scherer M.: A survey of dynamic representations and generalizations of the Marshall–Olkin distribution. Proceedings in Mathematics & Statistics, 2015, 1-13 more…
Fernández, L.; Mai, J.-F.; Scherer M.: The mean of Marshall-Olkin dependent exponential random variables. Proceedings in Mathematics & Statistics, 2015, 33-50 more…
2013
Fernández, L.; Hieber, P.; Scherer, M.: Double-barrier first-passage times of jump-diffusion processes. Monte Carlo Methods and Applications 19 (2), 2013, 107-141 more…
