Crash course on Credit and Counterparty risk

Bologna, March 10-12, 2016


The Spring School will take place in Bologna (Italy) at Camplus Living Bononia on March 10-12, 2016, under the patronage of the University of Bologna.
The aim of the Spring School is to provide self-contained lectures on current research topics in mathematical finance. The courses will be given by two leading researchers in this field and will consist of ten expository lectures on credit and counteparty risk. These crash courses are intended to illustrate the recent developments of the theory. The lecturers will prepare expository material for the participants in the Spring School. There will also be ample time for discussion.


The Spring School is intended to be addressed to a wide audience and is designed for academics and researchers as well as pratictioners and business people. The aim is to lead the participants to the forefront of research providing short, intensive and up-to-date courses. 


Photos and courses material [Click here]



This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement No 643045