Jump-Diffusions and Credit Modelling (Theoretical Models and Practical Implications)

In this talk we discuss qualitative and quantitative approaches to modelling credit risk and credit events. In particular, we present a view from the trenches of the developing credit crisis.

Alexander Lipton, Merrill Lynch and Imperial College London, United Kingdom

Renew SIAM · Contact Us · Site Map · Join SIAM · My Account
Facebook Twitter Youtube