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Topics in Mathematics with Applications in Finance
Lecture 23: Quanto Credit Hedging
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This is a guest lecture on quanto credit hedging, including using mathematical models in trading.
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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
Topics in Mathematics with Applications in Finance
Published 06/22/15
Lecture 24: HJM Model for Interest Rates and Credit
This is a guest lecture that describes the HJM model for interest rates and credit, including hedging risk on interest and credit rate derivatives.
Published 06/22/15
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More from Dr. Peter Kempthorne, Dr. Choongbum Lee, Dr. Vasily Strela, Dr. Jake Xia
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