Credit Risk Modelling
In the WS 2010/2011 we provide a two-week block lecture on portfolio credit risk models in November 2010 and a block seminar on credit risk modelling based on this lecture in January 2011. Both lecture and seminar are intended for advanced students, especially master students and other students in their final year and can be regarded as preparation for a possible master or diploma thesis.
Date | Time | Room |
|
Di, 02.11.10 | 8-10 am | HS 1131 | Lecture |
Mi, 03.11.10 | 9-11 am | HS 1131 | Lecture |
Do, 04.11.10 | 9-11 am | HS 1131 | Lecture |
Mo, 08.11.10 | 9-11 am | HS 1131 | Lecture |
Mi, 10.11.10 | 9-11 am | HS 1131 | Lecture |
Do, 11.11.10 | 9-11 am | HS 1131 | Lecture |
Mo, 24.01.11 | 9-1 pm | HS 1131 | Seminar |
Mi, 25.01.11 | 10-1 pm | HS 1131 | Seminar |
Credits: 4 credit points based on the presentation and the essay
Application Process: Applications including a credit points report can be send to Thomas Lais (thomas.lais@vwl.uni-freiburg.de; room 2313) until October 24th 2010.
The syllabus can be found here.
Futures and Options: First Week Schedule