Extreme Correlation Between Default and Recovery Rates
|1 December 2003
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
She is also a PhD candidate in Finance from Birkbeck College, University of London, and earned her MSc from City University (London) with distinction. Her research interests include empirical modelling of credit ratings and recovery rates with emphasis on the application of non-parametric methods and extreme value theory.