Sumários

Exam Preparation - Q&A Session

24 Junho 2024, 18:30 • Andrea Sofia Meireles Rodrigues

Exam Preparation - Q&A Session

Credit Risk - Lessons 7&8

14 Junho 2024, 17:30 • Andrea Sofia Meireles Rodrigues

9. Credit Derivatives

10. Credit Default Swaps
11. The Jump to Default Extended CEV Model

Credit Risk - Lessons 5&6

7 Junho 2024, 17:30 • Andrea Sofia Meireles Rodrigues

6. Hitting times.

7. First passage time models.
8. The CreditGrades approach.

Credit Risk - Lessons 3&4

31 Maio 2024, 17:30 • Andrea Sofia Meireles Rodrigues

4. Structural models of credit risk.

5. The Moody's KMV approach.

Credit Risk - Lessons 1&2

24 Maio 2024, 17:30 • Andrea Sofia Meireles Rodrigues

1. Foundations for credit risk modelling.
2. Credit scoring models.
3. Corporate liabilities as contingent claims.