Logo

Mathematical Sciences Research Institute

Home » Workshop » Schedules » Credit barrier models with jumps and state-dependent volatility

Credit barrier models with jumps and state-dependent volatility

Event Risk November 06, 2002 - November 08, 2002

November 07, 2002 (10:45AM PST - 11:25AM PST)
Speaker(s): Claudio Albanese
Location: MSRI: Simons Auditorium
Video
No Video Uploaded
Abstract No Abstract Uploaded
Supplements No Notes/Supplements Uploaded