Office of the Comptroller of the Currency
Credit Risk Analysis Division
250 E Street SW
Suite 7055
Washington, DC
USA 20219
Email: mikjacobs@deloitte.com
Papers:
A credit derivative pricing model in a Gaussian copula framework with stochastic recovery in Session: G30-2 3798 Corporate Finance, Credit Risk, and Cash Flows
Student: No
First Time Attendee: Yes