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Apr 19, 2024
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2013-2014 Undergraduate and Graduate Catalog (without addenda) [ARCHIVED CATALOG]
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FRE 6691 Intermediate Credit Derivatives Valuation and Applications1.5 Credits
Credit derivatives have emerged as an area of significant interest in global derivatives and risk- management practice. These instruments have the potential to revolutionize the management of credit risk in banking and capital markets. This course introduces the full range of products available in today’s marketplace, the economic value of credit derivatives, valuation techniques and guidelines on using them to manage and control risk.
Prerequisite(s): FRE 6411 and FRE 6511 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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