2017-2018 Graduate Course Catalog 
    
    Oct 21, 2020  
2017-2018 Graduate Course Catalog [ARCHIVED CATALOG]

FIN 741 - Risk Management: Credit Risk

Martin J. Whitman School of Management
1.5 credit(s) Irregularly
Quantitative models dealing with default risk. Credit risk models, credit derivative markets, credit default swaps and linked notes, credit spread options, basket default swaps.
PREREQ: MBC 633  AND MBC 638