Default Hazards and the Term Structure of Credit Spreads in a Duopoly
William Perraudin is a professor of finance at Birkbeck College, London, and is a Special Advisor to the Bank of England.
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.