Timetable
Tuesdays, 15:30-16:30 + 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 28.03.2006 15:30
Umut Cetin (London School of Economics)
An equilibrium model for default risk
Tu, 28.03.2006 16:30
Michael Hanke (Universität Innsbruck)
Structural Credit Risk Models Beyond Merton:
Solutions via PDEs vs. Change-of-Numeraire
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/