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Redefining Credit Risk: The credit-default-swap market may provide ...

www.morningstar.co.uk

) Hull, John, Mirela Predescu, and Alan White, "The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements," Joseph L. Rotman School of Management, January ) Fitch ...

Probability and Statistics Seminar – Mirela Predescu – Técnico Lisboa

tecnico.ulisboa.pt

The seminar «Market Risk Measurement – Theory and Practice», by Dr. Mirela Predescu (BNP Paribas – Risk Analytics and Modelling Team, London), will take place on May 22 at 11 a.m., within the Probability and Statistics Seminars organised by the Department of Mathematics (DM-IST).

Speakers - World Business Strategies

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Mirela Predescu, Deputy Head of Credit – Market and Counterparty Risk, BNP Paribas. Mirela Predescu is a manager at BNP Paribas, Risk Analytics & Modelling in London. Mirela is also a Visiting Lecturer at Cass Business School, City University London.

Seminário de Probabilidades e Estatística …

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Telephone & Addresses

Modeling Liquidity Risk, With Implications for Traditional Market...

ideas.repec.org

Downloadable! Market risk management under normal conditions traditionally has focussed on the distribution of portfolio value changes resulting from moves in...

Network Profiles

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Facebook: Mirela Predescu | Facebook

Facebook: Elena Mirela Predescu | Facebook

Facebook: Mirela Predescu | Facebook

Heritage

Predescu - Ancestry.comwww.ancestry.com › search › categories

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Mirela Predescu Vasvari. Birth Residence city ... Mirela Predescu-Vasvari. Birth Residence city ...

Books & Literature

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The relationship between credit default swap Dialnetdialnet.unirioja.es › servlet › articulo

dialnet.unirioja.es

The relationship between credit default swap spreads, bond yields, and credit rating announcements. Autores: Alan White, Mirela Predescu, John Hull ...

Are Rating Agencies Powerful? An Investigation Into the Impact and...

books.google.co.uk

Unpublished working paper. 27 Hull, John, Mirela Predescu, and Alan White“The Relationship between Credit Default Swap Spreads, Bond Yields, and ...

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS...

books.google.co.uk

A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the...

Credit Models and the Crisis: A Journey into CDOs, Copulas,...

books.google.de

The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products,...

Scientific Publications

The Implied Benchmark Rate in the Credit Default Swap ...mpra.ub.uni-muenchen.de › ...

mpra.ub.uni-muenchen.de

[7] Hull, John, Mirela Predescu, and Alan White, 2004, The Relationship BetIen Credit Default Swap Spreads, Bond Yields, And Credit Rating ...

CiteSeerX — The relationship between credit default swap spreads,...

citeseer.ist.psu.edu

The relationship between credit default swap spreads, bond yields, and credit rating announcements ... {John Hull and Mirela Predescu and Alan White and Joseph ...

CiteSeerX — Citation Query The Effect of Bond Rating Changes on...

citeseer.ist.psu.edu

CiteSeerX - Scientific documents that cite the following paper: The Effect of Bond Rating Changes on Common Stock Prices

Publications

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Applied Mathematical Sciences Institute. The Valuation of...

core.ac.uk

By John Hull, Mirela Predescu and Alan WhiteDarrell Duffie, Jon Gregory, Marek Musiela, John Hull, Mirela Predescu and Alan White

EconPapers: The relationship between credit default swap spreads,...

econpapers.repec.org

By John Hull, Mirela Predescu and Alan White; The relationship between credit default swap spreads, bond yields, and credit rating announcements.

Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS ...

www.worldcat.org

Liquidity modeling for credit default swaps : an overview / Damiano Brigo, Mirela Predescu, and Agostino Capponi -- Stressing rating criteria allowing for default ...

Oalib search

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Damiano Brigo,Mirela Predescu,Agostino Capponi Quantitative Finance ,

Video & Audio

Mirela Predescu - YouTube

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The next video is starting stop. Watch Queue. Queue. __count__/__total__. Mirela Predescu. SubscribeSubscribedUnsubscribe 0. Loading... Loading... Working.

Reports & Statements

finance « Ressources ESPO

ressourcesespo.wordpress.com

Mirela Predescu Agostino Capponi. URL: http://d.repec.org/n?u=RePEc:arx:papers: &r=fmk. We review different approaches for measuring the impact of liquidity on CDS prices. We start with reduced form models ...

Oxford vs HKUST: Oxford is no good - 亚太MBA申请区

forum.chasedream.com

Oxford vs HKUST: Oxford is no good ,ChaseDream - MBA申请，商科Master/PhD申请，GMAT/TOEFL考试

Miscellaneous

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Mirela Predescu | LinkedIn

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Mirela Predescu. GL Accountant and Financial System Application Administrator at Travix International. Location Amsterdam Area, Netherlands Industry

Mirela Predescu | LinkedIn

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Mirela Predescu. Visiting Lecturer at Cass Business School. Location London, United Kingdom Industry Financial Services

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CiteSeerX — Citation Query Mirela Predescu and Alan White, 2004, “The...

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CiteSeerX - Scientific documents that cite the following paper: Mirela Predescu and Alan White, 2004, “The Relationship Between Credit Default Swap Spreads,...

Predescu - Names Encyclopediawww.namespedia.com › details › Predescu

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Mirela Predescu (3) Aurelian Predescu (3) Floriana Predescu (3) Lixandra Predescu (2) Zoea Predescu (2) Zamfira Predescu (2) Radu Predescu (2)

Mirela Predescu (mirelapred) – Profil | Pinterest

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See what Mirela Predescu (mirelapred) has discovered on Pinterest, the world's biggest collection of ideas.

Alan D. White

www.defaultrisk.com

Alan D. White. 7 th Most Popular Author in DefaultRisk.com ... Mirela Predescu of the University of Toronto, and Alan White of the University of Toronto (136K PDF) ...

Book review: Measuring and managing credit risk - Risk.net

www.risk.net

Measuring and managing credit risk by Arnaud de Servigny and Olivier Renault McGraw-Hill, ... John Hull, Mirela Predescu, Alan White; Volume 1, Number 2 …

Bond Prices, Default Probabilities and …

www.academia.edu

· Bond Prices, Default Probabilities and Risk Premiums1 John Hull, Mirela Predescu, and Alan White A feature of credit markets is the large difference between probabilities of default calculated from historical data and probabilities of default implied from bond prices (or from credit default swaps

Default risk charge: modeling …

www.risk.net

You are currently accessing Risk.net via your Enterprise account Default risk charge: modeling framework for the “Basel” risk measure Sascha Wilkens and Mirela Predescu. Tweet . Facebook . LinkedIn . Save this article. Send to . Print this page . Need to know. We propose a modeling framework for the Default Risk Charge (DRC) measure …

Bond prices, default probabilities and risk premiums ...

www.risk.net

May 04, · Bond prices, default probabilities and risk premiums John Hull, Mirela Predescu, Alan White Tweet . Facebook . LinkedIn . Save this article. Send to . Print this page . Abstract. ABSTRACT. A feature of credit markets is the large difference between probabilities of default calculated from historical data and probabilities of default implied ...

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