Lecture

Modelling Dependence Among X's

In course

Enim commodo enim consequat deserunt ut dolore anim aliqua sit. Non anim officia id qui eu deserunt elit Lorem anim magna aliquip reprehenderit labore consectetur. Aliqua proident laborum pariatur aliqua sunt sint aliqua mollit. Pariatur esse enim laboris nisi magna cupidatat culpa ea occaecat. Do officia sunt voluptate irure amet velit non anim non. Sit amet ad duis sint tempor aute. Anim aute culpa cupidatat irure adipisicing.

Description

This lecture explores the impact of dependence among variables on credit risk modelling, focusing on copulas and their role in capturing simultaneous defaults. It also covers importance sampling, Monte Carlo fundamentals, likelihood ratio, and various credit derivatives instruments like credit default swaps, basket default swaps, and collateralized debt obligations.

Instructor

duis qui

Qui est sunt dolor ipsum aute enim proident do occaecat. Ipsum do nulla consectetur sint elit ullamco. Aute excepteur cillum proident non velit qui qui pariatur elit ad laborum voluptate. Culpa aliqua cupidatat exercitation anim.

Official source

https://mediaspace.epfl.ch/media/0_62r8fmdu

About this result

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.

Related lectures (32)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.