Seminars/Workshops 2006

Other Seminars/Workshops/Lectures

2 October 2006 (4:00 - 5:30pm) Announcement

Prof. Thomas F. Coleman (University of Waterloo)
~ Asset selection and hedging under basis risk

28 September 2006 (4:00 - 5:30pm) Announcement

Prof. Yue Kuen Kwok (The Hong Kong University of Science and Technology)
~ Modelling of Default Contagion with Interacting Intensities

23 August 2006 (3:00 - 4:30pm) Announcement

Prof. Dr. Philipp J. Schönbucher (Swiss Federal Institute of Technology, Zurich)
~ Portfolio Losses and the Term Structure of Loss Transition Rates: A New Methodology for the Pricing of Portfolio Credit Derivatives

3 August 2006 (6:30 - 7:30pm) Announcement

Prof Claudio Albanese (Imperial College London)
~ Synthetic CDOs