PhD Topics

Spring 2004

Professor Philippe Jorion

GRADUATE SCHOOL OF MANAGEMENT
UNIVERSITY OF CALIFORNIA
IRVINE, CALIFORNIA 92697-3125

Course Description:

 This course covers a list of advanced PhD topics.




Schedule for Spring 2004

  1. Friday June 4
    Interest Rates
    Option Pricing Notes
    Term Structure Models Notes

  2. Friday June 11
    Corporate Securities
    Corporate Securities Notes
    Credit Models Notes
    Corporate Spreads Notes

    To read:
    Corp spreads Elton-2001
    Corp spreads Prigent-2001
    Time-Series Chan-2002
    Time-Series Bliss-1998
    Struct ModelsJarrow-2003

Philippe Jorion's home page

© 2004 - Philippe Jorion.