logoClassRank

Monash University

Areas of Study

Credit risk modelling

  • AFF5380
  • Caulfield Second semester 2013 (Evening)
  • 6 points, SCA Band 3, 0.125 EFTSL
Average Rating
Difficulty Level

This unit develops knowledge and improves skills in credit risk modelling by using market information to predict defaulted firms. The topics discussed will provide an understanding of their relative merits, the issues involved in their implementation and their use in the pricing and risk management of credit risk. This unit assists practitioners and students alike to understand better the use of credit risk models and moves them away from the proverbial Black Box scenario. -- Course Website

Prerequisites: Students must have completed AFF9140 or ETF9300 and must be enrolled in one of the following courses 3818, 4412, 3850.



Post an anonymous review of this course

Overall experience
Difficulty Level
POST