Università degli Studi
"G. d'Annunzio"
Chieti - Pescara
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TITOLI DERIVATI E GESTIONE DEL RISCHIO 1 II MOD
TITOLI DERIVATI E GESTIONE DEL RISCHIO 1 II MOD
General Module
Course Sheet
Course code:
000252LIIM
Academic Year of enrolment:
2016
Year of supply:
2018/2019
Type of Course:
Related/Supplementary
Degree:
Course of 1st Cycle Degree in
ECONOMICS AND COMMERCE
Disciplinary Sector:
Probability and Mathematical Statistics
Is part of:
DERIVATIVES PRICING AND RISK MANAGEMENT I
Location:
PESCARA
Credits:
1
Programme Year:
3
Professor and Collaborators:
CECI Claudia
Cycle:
First semester
Hours of classroom activity:
8
Individual study hours:
17
Contents
Credit risk models: pricing of DZCB and CDS.