26. Introduction to Counterparty Credit Risk

[@Boringpenguin]

MIT was way ahead of the curve, teach from home in 2013!

[@pirisola]

it is interesting that the first video in this series has over 1 million views and the last has over 10k views

[@joris8032]

just look at the difference between the 1st and 2nd video. 2 mil vs 180k lol

[@mv2g09]

The quality of this video is also a lot poorer😢

[@whatitmeans]

I viewed the full course, and in my opinion until SDEs it was amazing, but I feel that when they started from Martingale Pricing it stopped to be a scientific frame to be instead a belief system, using somehow math as the argument for justify a betting system instead of using it as a tool for reduce uncertainty: as example, it is all based on the Expected Value gived by the Mean Value, but since distributions are skewed (LogNormal if geometric Brownian motions is assumed, like in Black-Scholes eqn.), you have more chance of finding values below the average than on it (mode

[@varuncomesback]

Thanks Professor. Understood the first half, but lost way when you started talking about Martingale.

[@vijayshankarguptavijaygupta]

what could be a prospective course after MIT 18.S096 for some one focused about risk

[@MNSM]

iam here to see the views and compare it first video number and check whos made it here haha

[@brainstormingsharing1309]

👍👍👍👍👍👍👍👍👍