Pricing Convertible Bonds with Credit Risk
|Date||19 June 2002|
|Time||13:00-14:00 (Timezone: Europe/London)|
|Venue||ICMA Centre, Room G03/04|
His responsibilities include development and implementation of valuation models, analytical tools and front-office systems. Before joining the convertible bonds team in 1997, Luke worked on the Equity Derivatives Quantitative Research desk at BZW. Luke joined BZW after completing his PhD in Mathematical Biology at Corpus Christi, University of Oxford. His thesis examined the 'Mathematical Modelling of Contraction, Fibroplasia and Angiogenesis in Dermal Wound Healing'. This followed a BA in Mathematics from the same institution.