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séminaire du GERAD

Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias

Thursday April 12, 2018 from 10:30 to 11:30

Séminaire du GERAD

"Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias"

Venue :
HEC Montréal
Édifice Côte-Sainte-Catherine
Salle St-Hubert



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