2021-12-01
2021-12-07 Pricing fair premium for MBS in a CDO under a reduced form credit risk model with regime switching
Topic: Pricing fair premium for MBS in a CDO under a reduced form credit risk model with regime switching
Lecturer: Wang Guojing
Date: December 7, 2021
Time: 10:00
Venue: Online, Tencent Meeting ID: 708 757 448
Organizer: School of Mathematical Sciences
ACADEMICS
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