18.S096 | Fall 2013 | Undergraduate
Topics in Mathematics with Applications in Finance
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
As Taught In
Fall 2013
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