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- Undergraduate major in Mechanical Engineering
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- 工学院，物質理工学院，環境・社会理工学院共通科目
- Liberal arts and basic science courses
- First-Year Courses
- School of Science
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School of Environment and Society
- Department of Architecture and Building Engineering
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- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Mathematics
- Instructor(s)
- Ninomiya Syoiti
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Intensive (H201)
- Group
- -
- Course number
- MTH.E440
- Credits
- 2
- Academic year
- 2016
- Offered quarter
- 1Q
- Syllabus updated
- 2016/12/14
- Lecture notes updated
- 2016/4/1
- Language used
- Japanese
- Access Index
-
Lecture
Lecture 1 Introduction: Mathematical problems on credit risk/Structual models of a default
2016.5.9(Mon.) 5-8Session
Lecture
Lecture 2 Structual models of a defaul(2)/Hazard rate models
2016.5.10(Tue.) 7-10Session
Lecture
Lecture 3 Extension to hazard rate process models/Models with incomplete information
2016.5.11(Wed.) 5-8Session
Lecture
Lecture 4 Portfolio credit risk
2016.5.12(Thu.) 7-10Session
Lecture
Lecture 5 Counterparty credit risk/Other topics on credit risk modeling
2016.5.13(Fri.) 7-10Session
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