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

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

★★ 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   ★★ In this video, which is the third part of the series dedicated to the pricing of defaultable bonds with a reduced form model, we will see how to price a bond assuming a non zero recovery rate. 0:15 Pricing of a Risky Bond No Recovery Rate 0:41 Pricing of a Risky Bond With Recovery Rate 1:10 Credit Spread 1:52 Probability of Default and Expected Loss 2:25 Discounted Expected Loss 2:25 Bond Price Decomposition #creditrisk, #creditriskmodel, #quantitativefinance, #financeeducation, #quant, #quantnext, #defaultprobability, #reducedformmodels, #defaultmodel, #bondpricing