Credit Risk Seminar

References:

John C. Hull, Options, Futures, and other Derivatives 7th. Ed.
Lando, D. Credut Risk Modeling, Theory and Applications.
Bielecki, T. and Rutkowski,M. Credit Risk: Modeling, Valuation, and Hedging.

Lectures

台大 NTU

Ch.20 Credit Risk	賴怡伶
Ch 20.6 ~ 20.8	黃源鱗
Ch 20.9 ~ 20.10	Unknown
Ch 21.1~21.3	張智烜
Ch 21.4~21.7	范育誠
Ch 21.8 ~ 21.9	田宇正
Term Structures of Credit Spreads with Incomplete Accounting Information	顏汝芳
Endogenous Default Boundaries and Optimal Capital Structure	王釧茹
CDO簡介
Copula Method
The Structural Agency Solution to Determine Going Concern Status

交大 NCTU

1.1 Corporate Bonds 1.2 Vulnerable Claims	施嘉紋 Shih, Jia-Wen
2.1 Default Claims	王薇婷 Wang, Wei-Ting
3. First Passage Time Model	王薇婷 Wang, Wei-Ting
3.2 Black and Cox Model 3.3 Optimal Capital Structure	施嘉紋 Shih, Jia-Wen
3.2.2 ~ 3.3.4	田宇正