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Credit Default Swaptions Credit Default Index Swaptions Market Models for CDS Spreads Hedging of Credit Default Swaptions Marek Rutkowski
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Document Date: 2010-05-21 09:09:38

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City

Tokyo / Lisbon / /

Company

Lehman Brothers / Fitch Solutions / /

Country

Australia / /

Facility

Statistics University of Sydney Sydney / /

Organization

Mathematics and Statistics University of Sydney Sydney / Credit Default Swaptions Marek Rutkowski School of Mathematics / Bachelier Finance Society Toronto / World Congress / /

Person

D. Brigo / M. Morini / A. Alfonsi / Bt / /

Position

extended market model for credit derivatives / Forward / Candidate / /

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