LECTURE AUDIO AND SLIDES

September 22, 2014

The Crash-NIG Copula Model - Pricing of CDOs under changing market conditions
Rudi Zagst
TUM, Germany

This web presentation contains the audio and slides of a lecture given at the Fields Institute on October 29, 2011 as part of the First 3-C Risk Forum & 2011 International Conference on Engineering and Risk Management (ERM).

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).

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