We are offering a seminar on "Bond Markets – Models & Derivatives" that deepens the contents of our accompanying lecture "Bond Markets" with a focus on modeling of interest rate dynamics and valuation of interest rate and credit derivatives. You can choose one topic area (a method or a specific model) of your interest, which you will then work out and present independently.

The course is aimed at students who have already attended the accompanying lecture "Bond Markets" or are taking the exam this summer semester.

If you are interested in this course, please send an email to caroline.grauer∂kit.edu in advance. The course will only take place if there are at least 2 participants.
On the ILIAS course page (from winter term 2024/25) you will also find the preliminary schedule and some relevant course materials, including lecture recordings. We are looking forward to seeing you!