Interest Rate and Credit Models Lec2: Credit Spreads Posted on 2019-02-04 | Edited on 2019-02-11 | In Lectures , Interest Rate and Credit Models | | Views: | 113 | 1 min In this course we assume credit spread is positive Not need to take notes. Everything’s in the lecture notes. Related Posts Interest Rate and Credit Models Lec1: Rates and Curves Interest Rate and Credit Models Intro Interest Rate and Credit Models Lec3: Credit Default Swaps Asset Allocation and Portfolio Management HW2 Asset Allocation and Portfolio Management Lec2 Post author: Chao Peng Post link: https://pengchao.site/Lectures/Interest-Rate-and-Credit-Models/IIRC2/ Copyright Notice: All articles in this blog are licensed under BY-NC-SA unless stating additionally.