Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part IV скачать в хорошем качестве

Credit Risk Modelling: Pricing of a Defaultable Bond with Reduced-Form Models Part IV

★★ Save 10% on All Quant Next Courses with the Coupon Code: QuantNextYoutube10 ★★ ★★ For students and graduates, we offer a 50% discount on all courses, please contact us if you are interested ★★ ★★ Visit us: https://quant-next.com ★★ ★★ Contact us: contact@quant-next.com ★★ ★★ Follow us:   / quant-next   ★★ This video is the fourth and final one of the series dedicated to the pricing of defaultable bonds with a reduced-form model. We will discuss on the calibration of the model, on potential applications of the pricing model and we will compare different measures of credit spread. 0:21 Bond Price in Continuous Time 0:42 Bond Price and Credit Spread 1:19 Bond Price and Z-Spread 1:56 Z-Spread Sensitivity to Default Intensity 2:53 Z-Spread Sensitivity to Coupon 3:30 Calibration of the Parameters 5:26 Application #creditrisk, #creditriskmodel, #quantitativefinance, #financeeducation, #quant, #quantnext, #defaultprobability, #reducedformmodels, #defaultmodel, #bondpricing