MFIN 7011: Credit Risk Summer, 2008 Dragon Tang

MFIN 7011: Credit Risk Summer, 2008 Dragon Tang PowerPoint PPT Presentation


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Summer 08, MFIN7011, Tang. Capital Structure Arbitrage. Capital Structure Arbitrage. . Objectives:Opportunities for new credit tradingCapital structure arbitrage using structural models. Summer 08, MFIN7011, Tang. Capital Structure Arbitrage. Hedge Funds. . Hedge funds investment goalsAbsolute

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MFIN 7011: Credit Risk Summer, 2008 Dragon Tang

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1. Summer 08, MFIN7011, Tang Capital Structure Arbitrage MFIN 7011: Credit Risk Summer, 2008 Dragon Tang Lecture 11 Capital Structure Arbitrage Thursday, July 24, 2008 Readings: Yu (2006 FAJ) CreditGrades Technical Document Longstaff, Mithal, and Neis (2005 JF)

2. Summer 08, MFIN7011, Tang Capital Structure Arbitrage Capital Structure Arbitrage

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