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Course

FIN-416: Interest rate and credit risk models

Summary

This course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and hedging of bond portfolios and the valuation and usage of interest rate and credit derivatives.

Lectures

Instructor

Julie Bjørner Søe

Official source

https://edu.epfl.ch/coursebook/en/interest-rate-and-credit-risk-models-FIN-416

Moodle Page

http://go.epfl.ch/FIN-416

About this result

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Summary

Lectures

Instructor

Julie Bjørner Søe

Official source

https://edu.epfl.ch/coursebook/en/interest-rate-and-credit-risk-models-FIN-416

Moodle Page

http://go.epfl.ch/FIN-416

About this result

Ontological neighbourhood

Business

Finance: Financial risk management

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