2007-09-13–2007-09-14 - IGR de Rennes, Rennes (France) - Department of Finance, Université de Rennes 1; …
Potential topics include, but are not limited to, the following:
• Bankruptcy and Financial Reorganization Games
• Debt and Equity Pricing with Default Risk
• Credit risk insurance and SME loan portfolios
• Default risk, Value at Risk, and Extreme Value Theory
• Credit Risk Derivatives...