Credit-VaR

6 Dezembro 2023, 13:00 • Jorge Barros Luis

Credit-VaR.

---

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.

---

Credit Derivatives. The calculation of a CDS premium.

29 Novembro 2023, 13:00 • Jorge Barros Luis

Credit Derivatives. The calculation of a CDS premium.

---

Probabilities of Default, Default Intensity and Poisson Processes.

28 Novembro 2023, 12:00 • Jorge Barros Luis

Probabilities of Default, Default Intensity and Poisson Processes.

---

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

22 Novembro 2023, 13:00 • Jorge Barros Luis

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

---