Sumários
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.
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.
Credit Derivatives - Main Instruments and Valuation of CDS
7 Dezembro 2018, 11:30 • Jorge Barros Luis
Credit Derivatives - Main Instruments and Valuation of CDS.
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.
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.