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Extreme Correlation Between Default and Recovery Rates

Event information
Date 1 December 2003
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

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.