2021. 10. 12. 16:15 - 2021. 10. 12. 17:15
BME Q épület QBF13 terem
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Esemény típusa: szeminárium
Szervezés: Külsős

Leírás

Kivonat:
Synthetic CDOs are financial products invented in the early 2000s. They gained quite a reputation following the 2007-2008 financial crisis, which made them appear in some popular movies like "The Big Short". In this presentation we are going to discuss how synthetic CDOs work, how they are typically modeled mathematically, and how today's Synthetic CDOs are different from the ones that were popular before the crisis.

The talk is held in English!
Az előadás nyelve angol!