CREDIT RISK AND INSURANCE
Notice
Homework 3 and notes
Dear Students,
On the webpage of the course you can find a few exercises on the material of this week for practice (remember that there will be no test on Thursday 27, the next test is on December 4).
You can also find Notes on life insurance contracts.
See you on Tuesday.
KC
Homework 2
Dear Students
I have just uploaded the Homework n. 2 and a new version of the Notes on the module of Credit Risk, where I have corrected some typos (on formulas as well).
The second Classwork will be on Thursday, 20 November at 11:15.
Best regards,
KC
Homework 1
Dear Students
I have just uploaded the Homework n. 1 and the Notes on the module of Credit Risk. The Homework n. 1 contains 3 exercises on the Merton Model and the Black-Cox Model and indicates the date of today.
The first Classwork will be on Thursday, 13 October at 11:15.
Please make sure that you have downloaded the correct exercise set (for some reason, the webpage today was showing the material from last year. I have now fixed the issue, and the current material is the one for this year).
Should you have any questions, please do not hesitate to contact me.
Best regards,
KC