CREDIT RISK AND INSURANCE
Notice
Homework 2 and Notes typos
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
Homework 2
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
Typo in the second exercise of Homework 1
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
Exercises week 1
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