Sebastiano Vitali

Credit Risk in Banking

Dear student, please reserve the time slot in these Doodle according to the project you would like to present.
Here is the list of the project with the corresponding time slot.

7 December 2017:
12:15 - 12:45 Convertible bonds
12:45 - 13:15 CoCos (coupon payied under conditions on the underlying)
13:15 - 13:45 Collaterized debt obligations (CDO)

14 December 2017:
12:15 - 12:45 Swaps (except CDS)
12:45 - 13:15 Swaptions
13:15 - 13:45 Credit default swaps (CDS)

21 December 2017:
12:15 - 12:45 Barrier options
12:45 - 13:15 Asian options
13:15 - 13:45 Binary options

4 January 2018:
12:15 - 12:45 Forward rate agreement (FRA)
12:45 - 13:15 Interest rate caps and floors
13:15 - 13:45 Forex