Loading...

Model Calibration

Course video 29 of 53

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.

О Coursera

На онлайн-курсах, специализациях и дипломных программах у вас будут первоклассные преподаватели из лучших университетов и учебных заведений мира.

Community
Join a community of 40 million learners from around the world
Certificate
Earn a skill-based course certificate to apply your knowledge
Career
Gain confidence in your skills and further your career