Damir Filipovic

EPFL CDM SFI CSF
EXTRA 218 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

Web site: Web site: https://www.epfl.ch/labs/csf/

EPFL CDM-DIR
EXTRA 218 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

Web site: Web site: https://www.epfl.ch/schools/cdm/

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Programs

Doctoral Program in Finance

Doctoral Program in Mathematics

Doctoral program in computer and communication sciences

Courses

Stochastic calculus


Interest rate and credit risk models

This course gives an introduction to the valuation of interest rate securities with and without credit risk, the management and hedging of bond portfolios and the valuation and usage of interest rate and credit derivatives.