Department of Economics, University of Verona
jointly organize the
Summer School in Economics and Finance
SSEF Canazei 2012
Alba di Canazei, Trento, Italy – July 15-20, 2012
CREDIT RISK: MAIN ISSUES AND DERIVATIVE PRICING
The objective of the course is to provide an in-depth understanding of credit risk: how it is traded, how it is priced, the instruments that are available for managing credit exposure and the different approaches to assessing default risk. The aim is to provide a balance between a sound conceptual framework and market understanding and insight.
The summer school is intended for PhD students, post-docs and junior and senior faculty members.
The aim is to provide young researchers with a detailed overview of the main methods used in empirical and theoretical research in economics and finance.
Participants will also have the opportunity to discuss and present their own research projects with leading researchers in the relaxed and open atmosphere of the Dolomites.
- Stephen Schaefer, London Business School, UK
- Andrea Berardi, Università di Verona, Italy
- Alberto Plazzi, Università della Svizzera Italiana, Switzerland