Richard Martin – 21/06/18 - Quantcast

What this episode covers

Emerging market hard-currency bonds contain exposure to an EM sovereign and the underlying industry. Richard Martin, Tolga Uzuner and Yao Ma investigate how to model this as a modification of the well-known first-to-default basket, using the structural model, and find the approach feasible

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Frequently Asked Questions

How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 33 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on June 22, 2018.

What is this episode about?

Emerging market hard-currency bonds contain exposure to an EM sovereign and the underlying industry. Richard Martin, Tolga Uzuner and Yao Ma investigate how to model this as a modification of the well-known first-to-default basket, using the...

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

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