Structural Models of Credit Risk - conclusion and empirical implementation. Rating Models.

27 novembro 2024, 11:00 • Jorge Barros Luis

Structural Models of Credit Risk - conclusion and empirical implementation. Rating Models.

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Valuation of CDS - conclusion. Other types of Credit Derivatives. Structural Models of Credit Risk - introduction.

26 novembro 2024, 12:00 • Jorge Barros Luis

Valuation of CDS - conclusion. Other types of Credit Derivatives. Structural Models of Credit Risk - introduction.

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Credit Derivatives and the valuation of Credit Default Swaps

20 novembro 2024, 11:00 • Jorge Barros Luis

Credit Derivatives and the valuation of Credit Default Swaps.

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Default Intensity and Poisson Processes

19 novembro 2024, 12:00 • Jorge Barros Luis

Default Intensity and Poisson Processes.

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Affine Models - Conclusion. Credit Risk - Introduction.

13 novembro 2024, 11:00 • Jorge Barros Luis

Affine Models - Conclusion. Credit Risk - Introduction.

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