This is an extra course that describes the HJM model for interest rates and credit, including hedging risk on interest and credit rate derivatives.
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.
What kind of course would you like us to provide?We will inform you when we have some of this type available.
