Facoltà di Economia

Dear all, 

I have uploaded on the webpage of the course the solutions to selected exercises. 

Best regards, 

KC 

Dear all, 

I have uploaded on the webpage of the course the notes on the lectures of the last week. 

Best regards, 

KC 

Dear all, 

I have just uploaded on the webpage of the course exercises on the material covered on today's lecture.

Please remember to register for the exam on December call (registration closes in a few days).

Tomorrow, during class Susie White will send you the form for the course evaluation (the form will be filled in class). Perhaps you can fill the form on your mobile phone, but in case you feel more comfortable with a larger screen remember to bring your ipad or laptop.  

See you tomorrow

KC

Dear all, 

the exercises for the fifth classwork have been uploaded on the course webpage.

Please remember that the fifth classwork takes place on Thursday 12 December at 11, and will last approximately 20 minutes.

See you next week

KC

Dear all, 

Lorenzo has informed me of some typos in the  Homework 4 (Exercise 2 and 6) 

Here is the correction. In Exercise 2 T=n=10 years, gamma=3%. In Exercise 6 gamma_1=3% and gamma_2=7%

I have now uploaded the corrected text of Homework 4

I apologize for the inconvenience. 

Best  regards, 

KC

Dear all, 

the exercises for the fourth classwork have been uploaded on the course webpage.

Please remember that the fourth classwork takes place on Friday 6 December at 11, and will last approximately 20 minutes.

See you next week

KC

Dear all, 

Lorenzo has informed me of some typos in the Notes (see formula 3.1.1) and the Homework 2 (Exercise 1 and 2, default probability must be computed under the risk neutral probability, and there were typos in Exercise 4 question 1 as well). 

I have now uploaded the corrected Notes and text of Homework 2

I apologize for the inconvenience. 

Best  regards, 

KC

Dear Students, 

the exercises for the second classwork have been uploaded on the course webpage.

Please remember that the second classwork takes place on Thursday next week (21 November) at 11, and will last approximately 20 minutes.

The notes on this week material will be uploaded later today.  

Have a nice weekend and see you next week 

KC

Dear all, 

there was a typo in the second exercise of the first homework (prices of DZCB and ZCB are swapped). 

The correct version has just been uploaded.

I apologize dor the inconvenience. 

Best regards, 

KC 

Dear Students, 

the exercises for the first classwork have been uploaded on the course webpage.

Please remember that the first classwork takes place on Thursday next week (14 November) at 11, and will last approximately 20 minutes.

Have a nice weekend and see you next week 

KC