Webinar -- Forecasting credit spreads
Join Peter Ritchken, Kenneth Walter Haber Professor of Finance and chair, banking and finance, on May 8 for a Webinar as he discusses his broad research interests in risk management and one of his newest topics, "forecasting the term structure of credit spreads." Read the full Webinar description and register now .
Register for this event! Registration is required so we can send you the link for the presentation.
If you are unable to participate, the Webinar presentation will be available online for streaming after the presentation.