LECTURE AUDIO AND SLIDES

Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps
Agostino Capponi
California Institute of Technology

This web presentation contains the audio and slides of a lecture given at the Fields Institute on April 15, 2010 as part of the Industrial-Academic Forum on Credit-Hybrid Risk.

Listen to audio presentation:

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

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

---

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 1, large size.   Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72