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Home » Workshop » Schedules » Default event risk, conditional diversification and expected returns on defaultable bonds: A comparison of historical and implied estimates

Default event risk, conditional diversification and expected returns on defaultable bonds: A comparison of historical and implied estimates

Event Risk November 06, 2002 - November 08, 2002

November 07, 2002 (11:25 AM PST - 12:05 PM PST)
Speaker(s): Robert Jarrow
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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