Tomasz Borkowski

Capco

Senior Consultant

120 Broadway, 15th Floor

New York, NY 10271

United States

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Scholarly Papers (1)

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The Capco Exit Probability Index (CEPIX): Methodology and History of an Index Expressing Euro Exit Likelihoods

Journal of Financial Transformation, No. 41, Forthcoming
Number of pages: 6 Posted: 26 Jun 2015
Tomasz Borkowski, Damiano Brigo and Michal Cieciorski
Capco, Imperial College London - Department of Mathematics and Capco
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Abstract:

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Sovereign Default, Eurozone, Euro Exit, Exit Probability, CEPIX Index, Market Implied Default Probability, Hazard Rate.