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Credit Risk Modeling with MATLAB

Michael Wiedman, MathWorks

In this Credit Risk Modeling webinar, you will learn how MATLAB can help risk teams build an agile Credit Risk Management infrastructure. If you are interested in developing and deploying risk analytics, this webinar will be ideal for you.

Webinar highlights include:
• Credit rating classification
• Transition matrices and probabilities of default
• Credit risk analysis

This webinar is for practitioners or academics in finance whose focus is risk management, credit structuring, quantitative analysis, or asset valuation. Familiarity with MATLAB is helpful, but not required.

View MATLAB code from this webinar at MATLAB Central.

About the Presenter: Michael Weidman earned a B.A. in physics from Harvard University and completed Part III of the Mathematical Tripos from DAMTP at the University of Cambridge. Michael joined MathWorks in June 2007 and focuses on computational finance applications.

Recorded: 10 Jun 2010

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