LECTURE AUDIO AND SLIDES

April 18, 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. RealPlayer 7 or later, or other software capable of playing streaming audio, is required.

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