New visiting professor: Alexander Herbertsson, University of Gothenburg
Prof. Alexander Herbertsson from the University of Gothenburg will be visiting the Department from March 6th to March 10th. His research is in the field of Mathematical Finance and Credit Risk.
He will give a talk on Monday 6th, 13:00-14:00 (room S11) on "CVA OF CDS CONTRACTS IN CONTAGION MODELS". He will also give a mini-course on "static credit portfolio models”. The lectures will be on March 7th, 2:15-5:00, (room H) and March 9th, 10:15-1:00 (room S9), March 10th (room TBA) 10:15-12:00.