2009-11-20 - New York City, Columbia University (USA) - Center for Financial Engineering and The Center for …
Topics:
- "Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models"
- "The Pricing of Investment Grade Credit Risk during the Financial Crisis"
- "Counterparty Credit Risk Modeling"
- "The Regulation of Derivatives - Past, Present and Future"
- "Modeling Dependent Jumps: A...