LECTURE AUDIO AND SLIDES

October 21, 2014

Fast CDO pricing in an affine Markov chain model of credit risk
Tom Hurd
McMaster University and director of PhiMac

This web presentation contains the audio and slides of a lecture given at the Fields Institute on February 23, 2005 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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