I have extended the deadline for Problem Set 9 from tomorrow (Thursday, April 25) to Tuesday, April 30. This decision was inspired by a question from a Finance 4335 student, which also led me to publish a related blog post earlier today titled "Pricing Credit Risk Class Problem and Solutions…".
In tomorrow’s Finance 4335 class, we will begin by reviewing the solutions for the first part of the class problem included in the above-referenced blog post (also previously covered during last Thursday’s class meeting). We will complete our discussion of the credit risk topic by covering the second part of the class problem. The rest of the class tomorrow will be devoted to further discussing the topic of corporate risk management, which began in yesterday’s Finance 4335 class meeting.