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Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, Dr. Jake Xia
Topics in Mathematics with Applications in Finance
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Lecture 26: Introduction to Counterparty Credit Risk
This lecture is an introduction to counterparty credit risk, featuring credit valuation as well as the broad economic objectives of a financial institution. It also concludes the course.
Published 06/22/15
Lecture 23: Quanto Credit Hedging
This is a guest lecture on quanto credit hedging, including using mathematical models in trading.
Published 06/22/15
Topics in Mathematics with Applications in Finance
Published 06/22/15
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