Counterparty credit risk, collateral and funding: next generation valuation models under interconnected risks
- π€ Speaker: Brigo, D (Imperial College London)
- π Date & Time: Thursday 28 March 2013, 10:15 - 11:00
- π Venue: Seminar Room 1, Newton Institute
Abstract
2013/03/28
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Brigo, D (Imperial College London)
Thursday 28 March 2013, 10:15-11:00