Related lectures (29)
Credit Risk Management: Models and Challenges
Explores credit risk management challenges, models, and credit derivatives.
High Frequency Trading: Secrets and Ethics
Explores high frequency trading, ethical dilemmas in finance, and the importance of structural reforms in the industry.
Credit Derivatives: Pricing and Risk Measures
Covers challenges in credit risk and pricing of credit derivatives.
Peaks-Over-Threshold Model: Implications and Estimation
Explores the Peaks-Over-Threshold model assumptions, implications, and estimation methods, including fitting a GPD model to exceedances.
Principles of Finance: Costs and Default Analysis
Explores tax benefits, debt costs, default factors, and financial distress evaluation.
Corporate Finance: Nestlé S.A. Analysis
Analyzes Nestlé S.A., covering financial structure, credit ratings, debt details, and the impact of corporate taxes.
Modelling Dependence Among X's
Explores the impact of dependence among variables on credit risk modelling.
Valuation Methods: APV vs. WACC
Covers the APV valuation method, comparing it to the WACC method and discussing the Flow-to-Equity method and default costs.
Two-Country Model: MacroFinance
Delves into the Two-Country Model in MacroFinance, analyzing international trade, investment, and sovereign default.
Principles of Finance: APV and Debt Levels
Covers Adjusted Present Value and debt levels' impact on interest tax shields and project valuation.

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