Deck · Financial Engineering
Credit Risk & Credit Derivatives
Default modeling (structural and reduced-form), credit spreads, CDS pricing, CDOs and tranching, counterparty credit risk and CVA.
74 cards · audited · SM-2 spaced repetition
Included with the full Financial Engineering program — 19 decks, 1,382 cards.
Sample cards
1
Credit spread
2
Recovery rate (R) and LGD
3
Probability of default (PD)
4
Expected loss decomposition
5
Merton (1974) structural model
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Master credit risk & credit derivatives — and the rest of Financial Engineering.
One program. 1,382 audited cards across 19 decks.