LECTURE AUDIO AND SLIDES

August  1, 2014

Calibration of portfolio credit risk models: solution of an inverse problem via intensity control
Rama Cont
Columbia University

This web presentation contains the audio and slides of a lecture given at the Fields Institute on February 27, 2008 as part of the Seminar Series on Quantitative Finance.

Listen to audio presentation:


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).

Shown: slide 32, large size.   Previous Slide | Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 Image of Slide