FM14 - MS34-1 CCR and Funding: Modeling Beyond Immersion - A Marked Default Time Approach Presentation: Tomasz Bielecki, Illinois Institute of Technology, 23 min 52 sec
FM14 - MS34-1 CCR and Funding: Modeling Beyond Immersion - A Marked Default Time Approach (PDF) Link: View PDF Handout
FM14 - MS34-2 Joint Measure Calibration for Interest Rates and Credit Spreads Using Local Price of Risk Presentation: Alexander Sokol, CompatibL, USA, 28 min 30 sec
FM14 - MS34-2 Joint Measure Calibration for Interest Rates and Credit Spreads Using Local Price of Risk (PDF) Link: View PDF Handout
FM14 - MS34-3 Derivative Pricing under Collateralization and Differential Rates Presentation: Fabio Mercurio, Bloomberg LP, USA, 28 min 46 sec
FM14 - MS34-3 Derivative Pricing under Collateralization and Differential Rates (PDF) Link: View PDF Handout