- Outline Math 774, Winter 2011 The Mathematics of Credit Risk
- Risk Measures Respecting Comparative Risk Aversion Klaas Schulze
- Asymptotic Maturity Behavior of the Term Structure Klaas Schulze
- MATH 774 Assignment #1 January 26, 2011 This assignment is due in class on Thursday, February 10, 2011.
- MATH 774, Winter 2011, Solutions Assignment 1 Remark Throughout the solutions we denote Pt(T) by P(t, T), ft(T) by f(t, T), t(T) by
- Existence and Computation of the Aumann-Serrano Index of Riskiness
- MATH 774 Assignment #3 March 24, 2011 This assignment is due in class on Thursday, March 31, 2011. It looks like a lot of work.
- MATH 774 Assignment #2 February 15, 2011 This assignment is due in class on Monday, February 28, 2011.