Video Lectures
Lecture 24: HJM Model for Interest Rates and Credit
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
Course Info
Departments
As Taught In
Fall
2013
Level
Learning Resource Types
theaters
Lecture Videos
notes
Lecture Notes
assignment
Problem Sets
Instructor Insights
