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401-4916-00L 7 Credits

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Term Structure and Credit Risk Models

Lecturers & Examiners: Prof. em. Dr. Freddy Delbaen, Prof. Dr. Philipp Schönbucher

VVZ CR n/a

Last Updated: 2026-02-05 14:57:12

General Information

Language: English
Frequency: Yearly recurring

Examination

Type: session examination
Mode: oral 30 minutes

Course Components

Type	Title	Time & Place	Hours
lecture	Term Structure and Credit Risk Models (sometimes Tue 15-17 by special arrangement)	Tue 15:15-16:00 (HG D 1.1) Wed 15:15-17:00 (HG D 1.1)	3 h weekly

Offered In

Mathematik, Physik, Rechnergestützte Wissenschaften
- Fachstudium Mathematik: Wahlfächer
  - Versicherungs- und Finanzmathematik
Ausbildung während des Doktorates
- D-MATH
  - Graduate School / Graduiertenkolleg
Nachdiplomstudien
- D-MATH
  - Nachdiplomstudium "Master of Advanced Studies in Finance" (For information and admission see . Abkürzungen / Abbreviations: O obligatorisches Fach / obligatory course; W Wahlpflichtfach / elective course; E empfohlenes Fach / recommended or optional course)
    - Specializations
      - Quantitative Finance and Risk Management (Specialization)