Lecture 10: Regularized Pricing and Risk Models
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Description
This is a guest lecture on regularized pricing and risk models, featuring explanations of bonds, swaps, and yield curve models.
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This is a guest lecture on quanto credit hedging, including using mathematical models in trading.
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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