LECTURE AUDIO AND SLIDES

Credit Spreads, Optimal Capital Structure, and Implied Volatility with Endogenous Default and Jump Risk
Steven Kou
Columbia University

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

Listen to audio presentation:

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

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

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