Dr. Philipp J. Schönbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation.
2. Credit Derivatives: Overview and Hedge-Based Pricing.
3. Credit Spreads and Bond Price-Based Pricing.
4. Mathematical Background.
5. Advanced Credit Spread Models.
6. Recovery Modelling.
7. Implementation of Intensity-Based Models.
8. Credit Rating Models.
9. Firm Value and Share Price-Based Models.
10. Models for Default Correlation.