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Caltech

Ulric B. and Evelyn L. Bray Seminar

Thursday, February 16, 2006
4:00pm to 5:00pm
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Baxter B125
Hedging of Credit Derivatives in Models with Totally Unexpected Default
Marek Rutkowski, University of New South Wales, Australia,
"Hedging of Credit Derivatives in Models with Totally Unexpected Default," Professor Marek Rutkowski, school of mathematics, University of New South Wales, Australia.
For more information, please contact Patricia Hamad by phone at Ext. 3586 or by email at [email protected].