Mark Davis: Conference, Workshop and Seminar Presentations

  1. GARP Credit and Counterparty Risk Summit, London May 22-23 2002: My presentation Calculating default probabilities: accurate measurement, models and default correlations is available as a PDF file
  2. Global Derivatives 2002, Barcelona, May 15-16 2002: Correlation of default rates and multi-asset products PDF file
  3. Presentation at the Institute of Actuaries, London, 19 March 2003: Collateralized Debt Obligations: structuring, pricing and risk analysis, PDF file
  4. Credit 2003 Conference, Venice, September 2003: Markov models of default interaction, PDF file
  5. Mark Davis and Michel Vellekoop, An optimal investment problem with randomly terminating income, King's College London and Princeton University, November 2003) PDF file
  6. EURANDOM Workshop on "Risk Measures & Risk Management", Eindhoven, May 9-11, 2005: Current Topics in Credit Risk, PDF fileXXXXX

Credit Risk Presentations
  1. Section 1PDF file

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