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The Performance of Structural Models of Default for Firms with Liquid CDS Spreads

Mirela Predescu is currently completing her PhD thesis in Finance at University of Toronto, Rotman School of Management under the joint supervision of Professors John Hull and Alan White.
Event information
Date 8 February 2006
Time 13:00-14:00 (Timezone: Europe/London)
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

Her research interests are in the credit risk area. She is interested in both empirical as well as theoretical issues related to credit derivatives and corporate bond markets. Mirela holds an M.A. in Economics from the University of Toronto, Department of Economics. Prior to that, she obtained her BSc in Quantitative Economics from the Academy of Economic Studies, Faculty of Economic Cybernetics, Statistics and Computer Science.