Lecture 5: Stochastic Processes I
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Description
This lecture introduces stochastic processes, including random walks and Markov chains.
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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