Nice & clear on line lecture notes for modeling credit risk

J · March 25th, 2003, 4:43 am

Hi Any one know where I can find nice, clear and fully organized on line course notes for modeling credit risk e.g. pricing and hedging credit derivatives? Thanks

Anton · March 25th, 2003, 2:50 pm

Make a google search for Marek Rutkowski's home page. There are some lecture notes there.best,Anton

Wengang · March 27th, 2003, 7:30 am

Attached pls find a short notes by D. Duffie

Wengang · March 27th, 2003, 7:37 am

Sorry, forget to attatch the file, pls find here

Anton · March 27th, 2003, 7:37 am

you probably forgot the attachement

Jet · March 27th, 2003, 9:27 am

Wow, a nice lecture note! Thanks, Wengang

smile · March 28th, 2003, 3:38 pm

MBA-style course by Kay GieseckeLink

J · March 28th, 2003, 3:42 pm

Those notes are just OK notes, strictly speaking. Can we find credit derivatives notes used in CMU's program?

rumi · March 29th, 2003, 11:15 pm

Duffie's note is quite useful. Thanks!

quantman · March 31st, 2003, 9:10 am

Maybe you could have a look at philip schonbucher's homepage, his brilliant thesis on 'Credit Risk Modelling and Credit Derivatives' is downloadable at the following website address: http://www.finasto.uni-bonn.de/~schonbuc/Hope this helps you in your search !!Quantman.