Benoit Metayer

Thesis

Thesis Title:	Non - Standard Issues in Credit Risk Management
Thesis Advisor:	Prof. Dr. Rajna Gibson
Year of Graduation:	2007

Next Employment

Associate Director, Barclays Wealth, London

Research Papers

Benoit Metayer: A Double Exponential Jump Diffusion Process To Modelling Risky Bond Prices, 2008, SSRN
Benoit Metayer: Structural Credit Modeling and Boundary Sensitivity. Maybe One Half is not Enough!, 2003, NCCR FINRISK WP 63