Sumários

Default Correlation Models

17 Dezembro 2021, 12:00 Jorge Barros Luis

Default Correlation Models


Structural Models - Empirical application. Reduced-form models.

14 Dezembro 2021, 12:00 Jorge Barros Luis

Structural Models - Empirical application. Reduced-form models.


Credit Default Swaps - valuation (conclusion). Other types of Credit Derivatives. Structural Models - theoretical issues.

10 Dezembro 2021, 12:00 Jorge Barros Luis

 Credit Default Swaps - valuation (conclusion). Other types of Credit Derivatives. Structural Models - theoretical issues.


Credit Default Swaps - Key features and valuation (introduction)

7 Dezembro 2021, 12:00 Jorge Barros Luis

 Credit Default Swaps - Key features and valuation (introduction).


Defaultable Zero-Coupon Bonds. Credit Derivatives - Introduction

3 Dezembro 2021, 12:00 Jorge Barros Luis

Defaultable Zero-Coupon Bonds. Credit Derivatives - Introduction