Lecturer: Igor Halperin
Class Schedule: TH 7-8 (6:40PM-9:30PM), ARC 107

TA: Ming Shi
Office: 620 Hill Center
Office Hours: Mon 3:00-4:40pm


Math624 Home Page

TEXTBOOK: D.O'Kane, "Modeling Single-Name and Multi-Name Credit Derivatives, Wiley 2008

All course content – lecture notes, homework assignments and solutions, exam solutions, supplementary articles, and computer programs – are posted on Sakai and available to registered students.