DiscoverTopics in Mathematics with Applications in FinanceLecture 26: Introduction to Counterparty Credit Risk
Lecture 26: Introduction to Counterparty Credit Risk

Lecture 26: Introduction to Counterparty Credit Risk

Update: 2015-06-22
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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.
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Lecture 26: Introduction to Counterparty Credit Risk

Lecture 26: Introduction to Counterparty Credit Risk

Yi Tang