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Hedging Credit Risk: theory and practice

Date: 
Friday 25th February 2005 - 13:30 to 14:30
Venue: 
INI Seminar Room 1
Abstract: 

We discuss recent theoretical progress in hedging and managing credit risk together with issues of practical implementation with respect to specific products.

Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons