Remember me

Register  |   Lost password?










Connections

Brief description:

Location: ,

Interests:

Skills: ,

Contact email:

Telephone:

Mobile phone:

Website:

Joined: February 18th, 2009

Activity

Shu is now a member of Hedging your (and your clients) FX risk (2755 days ago)

Shu wrote a new page titled ALI - Hedge Funds (2855 days ago)

Shu wrote a new page titled ALI - Emerging Markets (2855 days ago)

Shu wrote a new page titled ALI -Regulation (2856 days ago)

About

Internet Maketing and SEO professional

Events

Event: Tom Hurd (McMaster): Credit Risk via First Passage for Time Changed Brownian Motions

Starting on: . Posted by: Shu.

The first passage structural framework, while a very natural
approach to credit risk, is beset by technical difficulties that make
it quite inflexible in practice. Time changed Brownian motions offer a
way to circumvent these technicalities and open the door to a number
of innovations we shall explore in this talk.