Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (35): Defaultable Discrete Forward Rate M 2
Channel: finmath
Date: 2022-02-21

Lecture 2021-2: Applied Mathematical Finance / Computational Finance 2: Session 35: Defaultable Discrete Forward Rate Model (2/2): Implementation

- Implementation
  - Simulation of the Defaultable Forward Rate / Spread
  - Simulation of the Default Indicator
  - Valuation of Default Related Financial Products