Structured Finance, Lecture 3 - Credit Derivatives, Part 2

Provides a survey of all major credit derivative instruments - credit default swaps, credit default options, indemnity agreements, total return swaps, credit spread forwards, credit spread options, credit spread swaps, basket derivatives, first-to-default baskets and the correlation paradox.

Dr. Krassimir Petrov
Professor: Krassimir Petrov, Ph. D.

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Education

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[schmorgs11]

Pretty good stuff. Not to advanced, but thorough and clear. I intend on purchasing and reading that book you mentioned. Amazing how many financial products exist. I trade equity options myself, and they are decently volatile price-wise, and I always chuckled when wondering if there was a market for options on options, until I discovered that there are currency options on options. If they are linked mathematically to the underlying option prices, then WOW scary volatility.

[lowrentmedia]

thanks for these videos, helps out a lot