Dr. Henry Schellhorn

Class Schedule: Fall 2007

Math 358 Mathematical Finance Monday 4:00-6:50 at Burkle 16

 

Math 361B Credit Risk: after mid-semester

 

Office hours Monday 2-5PM, and Tuesday 11-12

Research Interests

Mathematical finance, credit risk, interest rate models, Monte Carlo simulation, queueing theory, auctions, mathematical economics

Resume

Syllabi 2007-2008

MATH 256 STOCHASTIC PROCESSES

MATH 361A NUMERICAL METHODS

MATH 361B CREDIT RISK

 MATH 358 MATHEMATICAL FINANCE

LAB MARKET MODEL

Varia

Companion paper for "credit risk in a network economy"