Credit Risk and Credit Derivatives Modelling30 - 1 July, 2008 London
This practical two-day course will cover the key theoretical aspects of credit risk and credit derivatives along with practical application and modelling techniques.
Not only will delegates gain a deeper understanding of the principles of a range of credit risk models and major credit derivatives but also their pricing structure, methodologies and implementation.
At the end of the course, delegates will have a set of credit modelling tools that can be applied immediately to
their working environment and developed further into more robust applications and pricing systems. This agenda covers:
Credit scoring models and ratings analysis
Structural and reduced-form credit risk modelling
Transition matrices and Markov theory
Determining risk-neutral default probabilities
Pricing credit default swaps
Implementing collateralised debt obligation models
|