17WS Zinsstruktur- und Kreditrisikomodelle

News

Welcome! This page provides information and material for my course Interest Rate and Credit Risk during the winter term 2017/2018.

Important Information  All materials will be distributed via e-mail, as discussed in class.

General Information

We meet once per week on

• • Monday at 1015 in C429.

The tutorial is scheduled for

• • Thursday at 1215 in E45 every other week.

This is an advanced lecture in the Stochastic Processes and Mathematical Finance curriculum. As a prerequisite, you are expected to be familiar with the fundamentals of stochastic processes (e.g., my course Stochastic Processes covers all you need in §1, §3 and §4), and the basics of mathematical finance (e.g., my course Stochastic Analysis and Mathematical Finance, lecture notes available here).

Examinations

Oral examinations will be offered on

• • February 22 and February 23.

Please register in Ms. Karpa's office (E113).

Please note: The course must be examined jointly with another (2+1)-hour course to obtain a (4+2)-hour module.