Lecture 11: Time Series Analysis II
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This is the second of three lectures introducing the topic of time series analysis, describing multivariate time series, representation theorems, and least-squares estimation.
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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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