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Certificate of Completion

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THIS ACKNOWLEDGES THAT

HAS COMPLETED THE SPRING 2026 QUANT FINANCE BOOT CAMP

Jovan Zigic

Roman Holowinsky, PhD

MARCH 25, 2026

DIRECTOR

DATE

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TEAM

Validation of a Stochastic Intensity CDS Hazard-Rate Model

Jovan Zigic

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We conduct a comprehensive model risk assessment of a reduced-form hazard-rate framework for credit default swaps (CDS), extended to incorporate stochastic intensity and correlated defaults.

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©2017-2026 by The Erdős Institute.

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