Programa
Mestrado em Matemática Financeira (ISCTE/FCUL)
Programa
1. Foundations 2. Estimating default probabilities. 3. Merton's model. 4. Credit Portfolio Models. 5. Credit Derivatives. 6. Collateralized Debt Obligations (CDOs).
1. Foundations 2. Estimating default probabilities. 3. Merton's model. 4. Credit Portfolio Models. 5. Credit Derivatives. 6. Collateralized Debt Obligations (CDOs).