Skip to main content

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.
Event information
Date 1 May 2002
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

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.

You might also like

Finance Research Seminar by Prof. Patrick Gagliardini

14 May 2025 · Research Seminars
Prof. Patrick Gagliardini is Professor of Econometrics and Vice-Rector for Research at the Università della Svizzera Italiana (USI). He has also previously served there as Dean of the Faculty of Economics.
Business professionals Researchers

Finance Research Webinar by Prof. Fabio Braggion

21 May 2025 · Research Seminars Webinars
Prof. Fabio Braggion is a Professor of Finance and Financial History at Tilburg University.
Business professionals Researchers