Event: Credit Derivatives: Market and Models
Date: November 29
Time: 5:30 pm
180 Maiden Lane
New York, NY
Credit Derivatives: Market and Models
* What are the standard underlying assumptions and methods of modeling credit derivatives?
* What were the significant events in the credit derivative market this year?
* What effect, if any, did these events (particularly the downgrading of Ford and GM to non-investment grade) have on the assessment of the validity of the standard assumptions or modeling techniques?
, Stern School, NYU
, AQR Capital
Tuesday, November 29th, 2005
5:30 pm Registration
6 pm Program Begins
Reception at 7:30
Sponsored by Pacific Alternative Asset Management Company.