次贷危机和抵押债券市场

  • 国科大
  • 日期:2010-05-21
  • 2468
     陈旗副总裁(American International Group)
 简介:Graduated from Fudan University in 1984.He received his Ph.D.in Chaos and Nonlinear Science from University of Texas at Austin in 1989.He was a Research Associate at the University of Maryland Chaos Group and a Senior Scientist at Sachs Freeman Associates and US Naval Research Laboratory.He currently is a Vice President at the American International Group.He works in fixed income portfolio management and is responsible for Structured Credit Investment and Asset Liability Management.

  内容摘要:在本次讲座中回顾次级房贷危机对信贷市场的冲击并展望CDO市场的新模式,预期证券化模式仍将适用,并描述信贷市场的风险数学模型及新的信贷衍生产物。