Master of Science in Finance and Banking

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