| Call Number | 17638 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Agostino Capponi |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| Course Description | Introduction to quantitative modeling of credit risk, with a focus on the pricing of credit derivatives. Focus on the pricing of single-name credit derivatives (credit default swaps) and collateralized debt obligations (CDOs). Detail topics include default and credit risk, multiname default barrier models and multiname reduced form models. |
| Web Site | Vergil |
| Department | Video Network |
| Enrollment | 2 students (99 max) as of 9:14PM Wednesday, November 20, 2024 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4731 |
| Section | V01 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Columbia Video Network |
| Fee | $395 CVN Course Fee |
| Note | VIDEO NETWORK STUDENTS ONLY |
| Section key | 20243IEOR4731EV01 |