Mauricio Gonzalez
EthiFinance
Mauricio Gonzalez is the Head of EU Review Function at EthiFinance, leading the global review and independent model validation actions. He recieved a Mathematical Engineering Degree at the University of Santiago de Chile through a Master 2 in Mathematics of Modeling from Sorbonne Université and École Polytechnique as well as a PhD in Applied Mathematics from École Normale Supérieure and a PostDoctorate at CentraleSupélec.
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Articles by Mauricio Gonzalez
An equity-implied rating model for unrated firms
The authors use Merton's distance to default as the basis for new model with which to assign credit ratings to firms which are not traditionally rated.