Credit Derivatives

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Advanced Topics in Derivative Pricing (Coursera)

Sep 27th 2021
Advanced Topics in Derivative Pricing (Coursera)
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This course discusses topics in derivative pricing. The first module is designed to understand the Black-Scholes model and utilize it to derive Greeks, which measures the sensitivity of option value to variables such as underlying asset price, volatility, and time to maturity. Greeks are important in risk management and [...]
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Term-Structure and Credit Derivatives (Coursera)

Sep 27th 2021
Term-Structure and Credit Derivatives (Coursera)
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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 [...]
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Banking and Financial Markets: A Risk Management Perspective (edX)

Gain insights on managing risks, liquidity and solvency, securitization, credit derivatives and regulation in the context of banking and financial markets.
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