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所在平台: Edx |
课程主页: https://www.edx.org/course/fx-markets-derivatives-cross-currency-swaps-and-credit-derivatives
课程评论：没有评论
• Intermediate MS Excel skills (use solver, etc.)
• Basic probability
• Basic calculus
• Some knowledge of equity markets
Knowledge of fixed income basics
Learn about Credit Default Swaps (CDS), and the basic information such as bankruptcy; restructuring; hazard rate; survival probability; credit spread; and other factors used in pricing and trading credit default products. We will also present some of the mathematical formulations and their applications to trading CDS.
As mentioned, the CDS market has grown drastically, and many new products and indices have been introduced. We will discuss some of these products and indices, and help you to get an overview of this exciting and somewhat complicated market today.
We're going to wrap up this course by going through a brief overview of asset swaps and the basic structure of them. The examples of asset swaps and their applications will be discussed.
