MIT : HJM Model for Interest Rates and Credit

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This is an extra course that describes the HJM model for interest rates and credit, including hedging risk on interest and credit rate derivatives.


Plan Name Price
3 Months: Free


Denis Gorokhov

Denis Gorokhov is an Executive Director at Morgan Stanley. During his 9 years at the firm Mr. Gorokhov worked on pricing exotic derivatives with emphasis on credit, counterparty risk, asset-backed securities, inflation, and longevity. 

Courses by this teacher

Name Level Release Date
MIT : HJM Model for Interest Rates and Credit 09/14/2020