Internal seminar (Frédéric Vrins)

2017.03.16

Disentangling wrong-way risk: pricing CVA via change of measures and drift adjustment

Speaker: Frédéric Vrins, Professor, Institut multidisciplinaire pour la modélisation et l'analyse quantitative (IMAQ), Louvain School of Management, Belgium

Venue: EMLYON Business School, Room A424, 12:00 p.m-13:00 p.m.

Paper