IEOR E4731
CREDIT RISK/CREDIT DERIVATIVES
Columbia University in the City of New York · UGRD · Fall 2026
1 section
Catalog description
Focus on the pricing of single-name credit derivatives (credit default swaps) and collateralized debt obligations (CDOs). Detail topics include default and credit risk, multiname default barrier models and multiname reduced form models
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001
Availability not recently verifiedClass #columbia_in_city_new_york-IEORE4731Fall 2026UGRD3.00 credits
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