Lecture 2: Linear Algebra
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This lecture is a review of the linear algebra needed for the course, including matrices, linear transformations, eigenvalue, and eigenvectors.
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This is a guest lecture on quanto credit hedging, including using mathematical models in trading.
Published 06/22/15
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
Published 06/22/15
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