Credit Rating Models - conclusion. Default Transition Models.

26 Novembro 2025, 11:00 • Jorge Barros Luis

Credit Rating Models - conclusion. Default Transition Models.

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Credit Rating Models - the relevance of rating transitions to compute PDs for longer maturities and the Creditmetrics model.

25 Novembro 2025, 12:00 • Jorge Barros Luis

Credit Rating Models - the relevance of rating transitions to compute PDs for longer maturities and the Creditmetrics model.

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Structural models: conclusion. Reduced form models.

19 Novembro 2025, 11:00 • Jorge Barros Luis

Structural models: conclusion. Reduced form models.

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Structural models of credit risk: the Merton model

18 Novembro 2025, 12:00 • Jorge Barros Luis

Structural models of credit risk: the Merton model.

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Valuation of CDS premia and alternative credit derivatives.

12 Novembro 2025, 11:00 • Jorge Barros Luis

Valuation of CDS premia and alternative credit derivatives.

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