LECTURE AUDIO AND SLIDES

August  2, 2014

Can Credit Default Swap Spreads Be Used to Predict Downgrades?
Alan White
Joseph L. Rotman School of Management

This web presentation contains the audio and slides of a lecture given at the Fields Institute on September 25, 2002 as part of the Quantitative Finance Seminar Series.

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You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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