Event

Past Events

#2: A reduced form approach for the simultaneous estimation of hazard rate and LGD using rating and financial information

Summary:
#2: A reduced form approach for the simultaneous estimation of hazard rate and LGD using rating and financial information

Venue:
COREDO Nihonbashi 5F, Waseda University Nihonbashi Campus
Speaker:
Tomohiro Ando
Keio University