Sumários

Discussion of Problems and Exercises

28 Novembro 2024, 14:00 • João Guerra

Discussion of problems and exercises. 

Discussion of computational problems and exercises

26 Novembro 2024, 11:30 • João Guerra

Discussion of computational problems and exercises

The Jarrow-Lando-Turnbull model. Discussion of problems and exercises

25 Novembro 2024, 12:00 • João Guerra

Brief discussion of the Jarrow-Lando-Turnbull model.

Discussion of exercises and problems. 

Discussion of exercises

21 Novembro 2024, 14:00 • João Guerra

Discussion of exam problems and exercises.

Introduction to credit risk models

19 Novembro 2024, 11:30 • João Guerra

Credit risk models: basic notions. 

Structural models: example of Merton model. 
Reduced form models and intensity based models. 
The two state-model with deterministic intensity. Examples and exercises.