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A new method to estimate default probabilities using PDEs with some applications by Professor Enrique Villamor, Math & Stats, FIU.

This is a past event.

Friday, April 22, 2022 at 4:00pm to 5:00pm

DM - Deuxieme Maison, 409A
11200 SW 8th ST 33199, Deuxieme Maison, Miami, Florida 33199

We will present a more robust method to estimate default probabilities of companies/entities/names/firms using the Backward- Forward Kolmogorov Equations associated to the value processes of those entities.

Graduate Students are encouraged to attend. 

Dial-In Information

Join Zoom Meeting

https://fiu.zoom.us/j/93053884755?pwd=NWwyMTRBYlF2R29aVDVvdDR6VzU5QT09

 

Meeting ID: 930 5388 4755

Passcode: AAM2022

Event Type

Academics, Lectures & conferences

Audience

Students, Faculty & Staff

Tags

APPLIED MATHEMATICS

Department
Department of Mathematics and Statistics
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