Credit Default Swaps

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배우게 될 기술

Pricing, Financial Modeling, Financial Risk, Financial Engineering

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4.6개(2,299개 평가)
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JP

2019년 10월 20일

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Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

EG

2015년 8월 10일

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The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

수업에서

Term Structure Models II and Introduction to Credit Derivatives

Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

강사:

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    Martin Haugh

    Co-Director, Center for Financial Engineering

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    Garud Iyengar

    Professor

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