Description
he main aim of this course is to teach you what credit derivatives are, what the different forms of credit derivatives are. You will be also learning how credit derivatives is priced with the help of simplified assumptions. Through this course you will be also learning about credit risk, credit default swaps, credit events, credit linked notes, other credit derivatives, and what are the uses of credit derivatives in market. The course covers the in-depth explanation about the credit derivatives along with the practical examples for the proper understanding about credit derivatives structured finance.
Course Objective:
To understand the concept of credit derivatives structured finance
To get in-depth knowledge about the concepts with practical exam.
The followings will be taught in details in this course:
Types of Credit Derivatives
Credit Spread Forwards
- Types of Credit Linked Note
- Pricing Considerations
- More on Pricing Considerations
- Computation of Credit Derivatives
- More on Credit Derivatives
What you'll learn
- The main aim of this course is to teach you what credit derivatives are
- You will be also learning how credit derivatives is priced with the help of simplified assumptions.
- Different forms of credit derivatives
- Through this course you will be also learning about credit risk, credit default swaps, credit events, credit linked notes, other credit derivatives.
Course Curriculum
- Uses of Derivative Markets (11:44)
- Asset Site Product (10:52)
- Liability Side (8:48)
- Credit Risk (11:06)
- Credit Default Swaps (6:37)
- Definition of CDS (12:00)
- Definition of CDS Continue (3:40)
- CDS Pricing (9:18)
- CDS Pricing Continues (7:14)
- Calculate Accrued Premium (5:30)
- Default Probabilities (7:32)
- Default Probabilities Continues (6:11)
- Bond CDS Equivalence (9:44)
- Credit Linked Note (11:34)
- Other Credit Derivatives (10:59)
- Total Return Swap (6:33)
- Asset Swap (8:30)
- Basket Default Swap (5:20)
- Basket Default Swap Continues (5:30)
- Probability of Two Entities (6:08)