Structural models - implementation. Reduced form and Credit Rating Models

14 Dezembro 2018, 11:30 • Jorge Barros Luis

Structural models - implementation.

Reduced form and Credit Rating Models.

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Structural Models - the Merton model and its main developments

12 Dezembro 2018, 10:00 • Jorge Barros Luis

Structural Models - the Merton model and its main developments.

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Credit Derivatives - Main Instruments and Valuation of CDS

7 Dezembro 2018, 11:30 • Jorge Barros Luis

Credit Derivatives - Main Instruments and Valuation of CDS.

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Main Determinants of Credit Risk - PDs and Default Intensity

5 Dezembro 2018, 10:00 • Jorge Barros Luis

Main Determinants of Credit Risk - PDs and Default Intensity.

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Estimation of Affine Models and Implementation of Vasicek-type models

30 Novembro 2018, 11:30 • Jorge Barros Luis

Estimation of Affine Models and Implementation of Vasicek-type models.

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