Hazard Rate / Default Intensity and its Interpretations (FRM Part 2, Book 2, Credit Risk)

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  • Опубликовано: 29 сен 2024
  • In this short video from FRM Part 2 (Credit Risk section), we explore the various interpretations of the hazard rate / default intensity - a construct that we encounter while studying reduced form models of credit risk. This video is an addendum to the FRM Part 2 online course (www.finRGB.com....

Комментарии • 3

  • @yousefghafo
    @yousefghafo 5 лет назад

    Hello sir, I was wondering if you could teach through Skype. I’m willing to pay for it. I am doing master in economics and finance is my major. If you have one hour everyday I would love to get some lessons from you

    • @finRGB
      @finRGB  5 лет назад +1

      Hello Anosh. Thank you for viewing the content on this channel. I'm currently a bit tied up with the FRM exam and its materials. Which topics are you seeking lessons on?

    • @yousefghafo
      @yousefghafo 5 лет назад

      finRGB I am seeking help in credit risk area. The topics we cover are Mertons structure Model and Vasicek model. There are 6 exercise sheets that i have to prepare myself for. But I have 3 weeks till my exams.