Credit-VaR

6 dezembro 2023, 13:00 • Jorge Barros Luis

Credit-VaR.

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Credit Derivatives - conclusion. Structural Models of Credit Risk: the Merton Model.

5 dezembro 2023, 12:00 • Jorge Barros Luis

Credit Derivatives - conclusion. Structural Models of Credit Risk: the Merton Model.

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Credit Derivatives. The calculation of a CDS premium.

29 novembro 2023, 13:00 • Jorge Barros Luis

Credit Derivatives. The calculation of a CDS premium.

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Probabilities of Default, Default Intensity and Poisson Processes.

28 novembro 2023, 12:00 • Jorge Barros Luis

Probabilities of Default, Default Intensity and Poisson Processes.

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Affine models - empirical implementation: overview. Credit Risk - Introduction.

22 novembro 2023, 13:00 • Jorge Barros Luis

Affine models - empirical implementation: overview. Credit Risk - Introduction.

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