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Nov 25, 2024
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2018-2019 Graduate Course Catalog [ARCHIVED CATALOG]
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FIN 741 - Risk Management: Credit RiskMartin 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
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