CDS valuation. Merton Model

7 Dezembro 2022, 12:00 • Jorge Barros Luis

CDS valuation - theoretical framework and empirical application.

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Probabilities of Default, Hazard Rates, Poisson Processes and Credit Derivatives (introduction)

6 Dezembro 2022, 12:00 • Jorge Barros Luis

Probabilities of Default, Hazard Rates,  Poisson Processes and Credit Derivatives (introduction),

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Affine Models of the Term Structure of Interest Rates - practical implementation. Credit Risk: Introduction.

30 Novembro 2022, 12:00 • Jorge Barros Luis

Affine Models of the Term Structure of Interest Rates - practical implementation. Credit Risk: Introduction.

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Continuous Time Multifactor Models- Affine Models of the Term Structure of Interest Rates - the CCAPM.

29 Novembro 2022, 12:00 • Jorge Barros Luis

Continuous Time Multifactor Models- Affine Models of the Term Structure of Interest Rates - the CCAPM.

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Short rate models: Interest Rate Trees and Continuous-Time Single-factor models

23 Novembro 2022, 12:00 • Jorge Barros Luis

Short rate models: Interest Rate Trees and Continuous-Time Single-factor models

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