Abstract
We discuss recent theoretical progress in hedging and managing credit risk together with issues of practical implementation with respect to specific products.
Isaac Newton Institute for Mathematical SciencesCity Event "Credit"Hedging Credit Risk: Theory and Practice25th February 2005 Author: Steven Hutt (BNP Paribas) AbstractWe discuss recent theoretical progress in hedging and managing credit risk together with issues of practical implementation with respect to specific products. |