Structural and reduced form models
Darsinos, Theofanis.
Structural and reduced form models [electronic resource] / Theofanis Darsinos. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (42 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques . - Henry Stewart talks. Marketing & management collection. Quantitative financial risk management .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Structural Models -- The Merton Approach: Bond pricing, Stock pricing, Default probability, Credit spreads, Bond volatility -- Parameter estimation -- Limitations -- Extending Merton: The creditgrades model Reduced Form Models -- Default intensity -- Examples: Constant, Deterministic and Stochastic intensities -- Linking reduced and structural models -- Recovery rates.
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Mode of access: World Wide Web.
System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
1254 Henry Stewart Talks
Financial risk management.
Structural and reduced form models [electronic resource] / Theofanis Darsinos. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (42 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques . - Henry Stewart talks. Marketing & management collection. Quantitative financial risk management .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Structural Models -- The Merton Approach: Bond pricing, Stock pricing, Default probability, Credit spreads, Bond volatility -- Parameter estimation -- Limitations -- Extending Merton: The creditgrades model Reduced Form Models -- Default intensity -- Examples: Constant, Deterministic and Stochastic intensities -- Linking reduced and structural models -- Recovery rates.
Access restricted to subscribers.
Mode of access: World Wide Web.
System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
1254 Henry Stewart Talks
Financial risk management.