18.S096 | Fall 2013 | Undergraduate

Topics in Mathematics with Applications in Finance

Video Lectures

Lecture 26: Introduction to Counterparty Credit Risk

Description: 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.

Instructor: Yi Tang

Course Info

Departments
As Taught In
Fall 2013
Learning Resource Types
Lecture Videos
Lecture Notes
Problem Sets
Instructor Insights