CREDIT RISK MEETING

Preliminary announcement

The Carnegie Mellon Center for Computational Finance is sponsoring a
meeting on CREDIT RISK on September 13 and 14, 2002. The organizers are
Pierre Collin-Dufresne and Steve Shreve. As more details are finalized,
they will be posted on the Center for Computational Finance web site
http://www.math.cmu.edu/~ccf /.

FRIDAY, SEPTEMBER 13

1:30 - 2:20     Robert Goldstein
                Olin School of Business
                Washington University

2:20 - 2:40     Discussion

3:00 - 3:50     Ken Singleton
                Graduate School of Business
                Stanford University

3:50 - 4:10     Discussion

4:30 - 5:20     Suresh Sundaresan
                Graduate School of Business
                Columbia University

5:20 - 5:40     Discussion

SATURDAY, SEPTEMBER 14

9:00 - 9:50     Alain Belanger
                Director of Credit Trading and Structuring
                Scotia Capital Markets

9:50 - 10:10    Discussion

10:30 - 11:20   David Lando
                Institute of Mathematical Sciences
                Copenhagen University
                "Issues in Default Probability Estimation"

11:20 - 11:40   Discussion

2:00 - 2:50     Jesper Andreasen
                Head of Quantitative Research
       Noreda Markets, Copenhagen
       "Credit Explosives"

2:50 - 3:10     Discussion

3:30 - 4:20     Darrell Duffie
                Graduate School of Business
                Stanford University

4:20 - 4:40     Discussion

7:00            Conference Dinner