LECTURE AUDIO AND SLIDES

Fast CDO pricing in an affine Markov chain model of credit risk
Tom Hurd
McMaster University and director of PhiMac

This web presentation contains the audio and slides of a lecture given at the Fields Institute on February 23, 2005 as part of the Quantitative Finance Seminar Series.

Listen to audio presentation:

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• MP3 format (downloadable too; right-click to download)

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