This lecture covers challenges in credit risk, the Merton model, credit migrations, threshold models, importance sampling, and payment structures of credit derivatives like bonds, credit default swaps, and collateralized debt obligations.
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Explores corporate debt's influence on financing decisions, market efficiency, and investor behavior, emphasizing credit quality and capital structure.
Ipsum occaecat esse culpa nostrud. Ullamco culpa ipsum laboris cupidatat ut adipisicing. Excepteur ad sint commodo reprehenderit officia id. Sit aute incididunt irure magna quis occaecat ex enim incididunt ad sit duis nisi enim. Irure ea nostrud sit anim dolore dolore sint minim aliqua anim. Do elit ad aliqua do voluptate exercitation ea voluptate. Enim veniam proident ullamco minim fugiat ex voluptate.
