Scientific methods for quantifying and managing financial risk
d-fine contribution
| 29.09. | 14:00 | From Physics to Finance | Dr. Oliver Hein | |
| 15:45 | Coffee Break | |||
| 16:00 | From Physics to d-fine | Dr. Hans-Peter Deutsch | ||
| 30.09. | 14:00 | Merton style credit portfolio models in practice I | Dr. Chrisian Oehler | |
| 15:30 | Coffee Break | |||
| 15:45 | Merton style credit portfolio models in practice I | Dr. Chrisian Oehler | ||
| 01.10. | 14:00 | Merton style credit portfolio models in practice II | Dr. Anne Kleppe | |
| 15:30 | Coffee Break | |||
| 15:45 | Merton style credit portfolio models in practice II | Dr. Anne Kleppe | ||
| 17:00 | ||||
| 17:30 | Hans Jensen Invited Lecture | |||
| 18:30 | d-fine Barbecue | |||
| 02.10. | 14:00 | Statistical Validation of Credit Rating Systems | Dr. Hans-Peter Deutsch | |
| 15:30 | Coffee Break | |||
| 15:45 | Statistical Validation of Credit Rating Systems | Dr. Hans-Peter Deutsch |
The contents of the course are listed in the following file to download:
Course content
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