LECTURE AUDIO AND SLIDES

April 24, 2014

Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps
Agostino Capponi
California Institute of Technology

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 15, 2010 as part of the Industrial-Academic Forum on Credit-Hybrid Risk. RealPlayer 7 or later, or other software capable of playing streaming audio, is required.

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