Default Hazards and the Term Structure of Credit Spreads in a Duopoly
|Date||1 May 2002|
|Time||13:00-14:00 (Timezone: Europe/London)|
|Venue||ICMA Centre, Room G03/04|
He holds a PhD from Harvard University and his research focuses on continuous time pricing, credit risk modelling, strategic contingent claims models and risk management. Before coming to Birkbeck, he taught in Cambridge University and worked in the City and for the International Monetary Fund. He has acted as consultant for investment banks, central banks, and multilateral organisations.