Name: Lecture 24: HJM Model for Interest Rates and Credit
Uploaded: 2015-01-06T18:18:56Z
Duration: 1 h 47 min 16 s
Description: Description: This is a guest lecture that describes the HJM model for interest rates and credit, including hedging risk on interest and credit rate derivatives. Instructor: Denis Gorokhov

1:47:16

Description: This is a guest lecture that describes the HJM model for interest rates and credit, including hedging risk on interest and credit rate derivatives.

Instructor: Denis Gorokhov