Pricing Defaultable Bonds

Loading...
En provenance du cours de Columbia University
Financial Engineering and Risk Management Part I
1366 notes
À partir de la leçon
Term Structure Models II and Introduction to Credit Derivatives
Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

Rencontrer les enseignants

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department

Explorer notre catalogue

Rejoignez-nous gratuitement et obtenez des recommendations, des mises à jour et des offres personnalisées.