Pricing Defaultable Bonds

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Получаемые навыки

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Рецензии

4.6 (оценок: 2,156)
  • 5 stars
    75.92%
  • 4 stars
    15.95%
  • 3 stars
    3.57%
  • 2 stars
    1.43%
  • 1 star
    3.10%
EG
10 авг. 2015 г.

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.

AZ
17 июля 2020 г.

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

Из урока
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.

Преподаватели

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Placeholder

    Garud Iyengar

    Professor

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