Credit Default Swaps

May 19th 2025

Course Auditing

Categories

Effort

Languages

This course will focus on capturing the evolution of interest rates and providing deep insight into credit derivatives. In the first module we discuss the term structure lattice models and cash account, and then analyze fixed income derivatives, such as Options, Futures, Caplets and Floorlets, Swaps and Swaptions. In [...]

Financial Engineering and Risk Management Specialization

Mortgage-Backed Securities

Collateralized Mortgage Obligations

CMO

Coursera Plus

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May 19th 2025

Course Auditing

66.00 EUR

Self Paced

Course Auditing

EdX

DelftX

Delft University of Technology

Categories

Management & Leadership

Economics & Finance

Statistics & Data Analysis

Effort

Languages

What is credit risk? Why is it so important, in modern economies, to correctly deal with it? This course combines theory with practice to answer these questions. Imagine that you are a bank and a main part of your daily business is to lend money. Unfortunately, lending money is [...]

Credit Risk Management