{"id":795,"date":"2023-08-13T12:33:22","date_gmt":"2023-08-13T12:33:22","guid":{"rendered":"http:\/\/christoph-hambel.de\/?page_id=795"},"modified":"2024-03-22T22:03:55","modified_gmt":"2024-03-22T22:03:55","slug":"teaching-material","status":"publish","type":"page","link":"http:\/\/christoph-hambel.de\/?page_id=795","title":{"rendered":"Teaching Material"},"content":{"rendered":"\n<p class=\"has-text-align-left wp-block-paragraph\">Please find below a selection of teaching material from my recent courses. If you spot a mistake on any of those slides or problem sets, please let me know. Some set of slides might be password-protected. Please feel free to reach out if you want to get access to those slides. <\/p>\n\n\n\n<div style=\"height:20px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">Current Courses at Tilburg University<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Valuation and Risk Management<\/strong> (Fall 2023, TiSEM, graduate), first half of the course<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Lecture Slides:<\/em> <a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Lecture-Slides-Valuation_and_Risk_Management_2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Lecture-Slides-Valuation_and_Risk_Management_2023.pdf\">Download<\/a><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a71.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a71.pdf\">\u00a71 Introduction to Financial Modeling<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/09\/Chapter-1-Annotations.pdf-1.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/09\/Chapter-1-Annotations.pdf-1.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a72.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a72.pdf\">\u00a72 Generic State Space Model<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/09\/Chapter-2-Annotations.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/09\/Chapter-2-Annotations.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a73.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a73.pdf\">\u00a73 Contingent Claim Pricing<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/09\/Chapter-3-Annotations.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/09\/Chapter-3-Annotations.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a74.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a74.pdf\">\u00a74 Fixed Income Modeling<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/10\/Chapter-4-Annotations.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/10\/Chapter-4-Annotations.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a75.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-\u00a75.pdf\">\u00a75 A Brief Introduction to Credit Risk<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/10\/Chapter-5-Annotations.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/10\/Chapter-5-Annotations.pdf\">Annotations<\/a>)<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Problem sets and additional material:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS1.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS1.pdf\">Problem Set 1<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS1-Solution.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS1-Solution.pdf\">Solution<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS2.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS2.pdf\">Problem Set 2<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS2-Solution.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/VRM-PS2-Solution.pdf\">Solution<\/a>)<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Life Insurance <\/strong>(Spring 2023, TiSEM, undergraduate), second half of the course<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Lecture slides<\/em> <em>with annotations:<\/em> <a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/LI-2023-Annotations.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/LI-2023-Annotations.pdf\">Download<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Part III: Macro Longevity Risk<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a71-LI-2023.pdf\">\u00a71 Introduction<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a72-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a72-LI-2023.pdf\">\u00a72 Relevance of Macro Longevity Risk<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a73-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a73-LI-2023.pdf\">\u00a73 Modeling Mortality<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a74-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a74-LI-2023.pdf\">\u00a74 Benchmark Model<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a75-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a75-LI-2023.pdf\">\u00a75 AG2022 Model and COVID-19<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a76-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a76-LI-2023.pdf\">\u00a76 Model Risk<\/a><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Part IV: Pricing under all Types of Risk<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a77-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a77-LI-2023.pdf\">\u00a77 Setting<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a78-LI-2023.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/\u00a78-LI-2023.pdf\">\u00a78 Illustrations<\/a><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Problem set:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/LI-2023-Exercises.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/LI-2023-Exercises.pdf\">Problem Set<\/a><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Asset Liability Management<\/strong> (Spring 2023, TiSEM, graduate), second part of the course. <\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Lecture Slides with annotations (password required):<\/em> <a href=\"http:\/\/christoph-hambel.de\/?sdm_downloads=alm-slides-with-annotations\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/?sdm_downloads=alm-slides-with-annotations\">Download<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Part II: Credit Risk Management<\/em> \u2014 <em>Contents and sample chapter:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u00a71 Credit and Liquidity Risk<\/li>\n\n\n\n<li>\u00a72 Physical Default Probabilities<\/li>\n\n\n\n<li>\u00a73 Credit Default Swaps<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/ALM-\u00a74.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/ALM-\u00a74.pdf\">\u00a74 Structural Models<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/ALM-\u00a74-Annotations.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/ALM-\u00a74-Annotations.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li>\u00a75 Portfolio Optimization with Corporate Bonds<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Part III: Climate Finance <\/em>\u2014 <em><em>Contents <\/em><\/em> <\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u00a71 The Importance of Climate Risk<\/li>\n\n\n\n<li>\u00a72 Empirical Evidence<\/li>\n\n\n\n<li>\u00a73 Carbon Pricing<\/li>\n\n\n\n<li>\u00a74 Impact Investing<\/li>\n<\/ul>\n\n\n\n<div style=\"height:50px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">Former Courses taught in Frankfurt<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Advanced Financial Economics<\/strong> (Winter 2021\/22, GSEFM, Frankfurt, PhD course)<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Lecture slides:<\/em> <\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a71.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a71.pdf\">\u00a71 Option Pricing in Partial Equilibrium<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-10-26-1.-Option-Pricing-in-Partial-Equilibrium.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-10-26-1.-Option-Pricing-in-Partial-Equilibrium.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a72.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a72.pdf\">\u00a72 General Equilibrium Asset Pricing<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-10-27-2.-General-Equilibirum-Asset-Pricing.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-10-27-2.-General-Equilibirum-Asset-Pricing.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a73.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a73.pdf\">\u00a73 Habit Formation and Asset Pricing<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-02-3.-Habit-Formation-and-Asset-Pricing.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-02-3.-Habit-Formation-and-Asset-Pricing.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a74.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a74.pdf\">\u00a74 Recursive Utility<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-09-4.-Recursive-Utility.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-09-4.-Recursive-Utility.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a75.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a75.pdf\">\u00a75 Long-run Risk and Asset Pricing<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-10-5.-LRR-and-Asset-Pricing.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-10-5.-LRR-and-Asset-Pricing.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a76.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a76.pdf\">\u00a76 Disaster Risk and Asset Pricing<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-16-6.-Disaster-Risk.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-16-6.-Disaster-Risk.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a77.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a77.pdf\">\u00a77 Summary of Benchmark Models<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-23-7.-Summary-of-Benchmark-Models.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-23-7.-Summary-of-Benchmark-Models.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a78.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/AFE-\u00a78.pdf\">\u00a78 Heterogeneity<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-23-8.-Heterogeneous-Agents.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Notes-2021-11-23-8.-Heterogeneous-Agents.pdf\">Annotations<\/a>)<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Problem sets:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/problem1_phd_blanks.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/problem1_phd_blanks.pdf\">Problem Set 1<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/problem2_phd_blanks.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/problem2_phd_blanks.pdf\">Problem Set 2<\/a><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Capital Markets and Asset Pricing<\/strong> (Summer 2022, GBS, Frankfurt, graduate)<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Lecture slides with annotations (password required):<\/em> <a href=\"http:\/\/christoph-hambel.de\/?sdm_downloads=cmap-slides-with-annotations\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/?sdm_downloads=cmap-slides-with-annotations\">Download<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Contents and sample chapter:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u00a71 Introduction to Capital Markets<\/li>\n\n\n\n<li>\u00a72 Fixed Income Securities<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03-Option-Pricing.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03-Option-Pricing.pdf\">\u00a73 Option Pricing<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03-Option-Pricing_notes_220702.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03-Option-Pricing_notes_220702.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li>\u00a74 Credit and Liquidity Risk<\/li>\n\n\n\n<li>\u00a75 CAPM vs. APT<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Problem sets:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-1.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-1.pdf\">Problem Set 1<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-1-Solution.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-1-Solution.pdf\">Solution<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-2.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-2.pdf\">Problem Set 2<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-2-Solution.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-2-Solution.pdf\">Solution<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-3.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-3.pdf\">Problem Set 3<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-3-Solution.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-3-Solution.pdf\">Solution<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-4.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-4.pdf\">Problem Set 4<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-4-Solution.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Problem-Set-4-Solution.pdf\">Solution<\/a>)<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Exams:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/MockExam-1.pdf\">Mock Exam<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/CMAP-Final.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/CMAP-Final.pdf\">Final Exam<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/CMAP-Retake.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/CMAP-Retake.pdf\">Resit Exam<\/a><\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Finanzderivate und Risikomanagement<\/strong> (Summer 2021, Goethe University Frankfurt, undergraduate, taught in German)<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Lecture slides:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/01_Einfuehrung.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/01_Einfuehrung.pdf\">\u00a71 Einf\u00fchrung in Finanzderivate<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/01_Einfuehrung_2021-04-24.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/01_Einfuehrung_2021-04-24.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/02_Einperiodenmodell.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/02_Einperiodenmodell.pdf\">\u00a72 Optionsbewertung im Einperiodenmodell<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/02_Einperiodenmodell_2021_05_06.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/02_Einperiodenmodell_2021_05_06.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03_Binomialbaeume.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03_Binomialbaeume.pdf\">\u00a73 Optionsbewertung in Binomialb\u00e4umen<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03_Binomialbaeume_2021-05-27.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/03_Binomialbaeume_2021-05-27.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/04_Amerikanische_Optionen.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/04_Amerikanische_Optionen.pdf\">\u00a74 Amerikanische Optionen<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/04_Amerikanische_Optionen_mit_Notizen_2021-06-17.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/04_Amerikanische_Optionen_mit_Notizen_2021-06-17.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/05_Black_Scholes.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/05_Black_Scholes.pdf\">\u00a75 Black-Scholes-Modell<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/05_Black_Scholes_mit_Notizen_2021-06-24.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/05_Black_Scholes_mit_Notizen_2021-06-24.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/06_Zinsderivate.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/06_Zinsderivate.pdf\">\u00a76 Bewertung von Zinsderivaten<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/06_Zinsderivate_mit_Notizen_2021-07-02.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/06_Zinsderivate_mit_Notizen_2021-07-02.pdf\">Annotations<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/07_Ausfallrisiken.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/07_Ausfallrisiken.pdf\">\u00a77 Bewertung von Ausfallrisiken<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/07_Ausfallrisiken_mit_Notizen_2021-07-08.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/07_Ausfallrisiken_mit_Notizen_2021-07-08.pdf\">Annotations<\/a>)<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Problem sets:<\/em><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-1.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-1.pdf\">Problem Set 1<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_2_Loesung.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_2_Loesung.pdf\">Solution<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-2.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-2.pdf\">Problem Set 2<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_2_Loesung.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_2_Loesung.pdf\">Solution<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-3_Leerflaeche.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-3_Leerflaeche.pdf\">Problem Set 3<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_3_Loesung.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_3_Loesung.pdf\">Solution<\/a>, <a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Loesung-Uebungsblatt-3-3.2.-3.3.xlsx\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Loesung-Uebungsblatt-3-3.2.-3.3.xlsx\">Excel<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-4.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-4.pdf\">Problem Set 4<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_4_Loesung.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_4_Loesung.pdf\">Solution<\/a>, <a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Loesung-Uebungsblatt-4-4.2-4.3.xls\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Loesung-Uebungsblatt-4-4.2-4.3.xls\">Excel<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-5.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung-5.pdf\">Problem Set 5<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_5_Loesung.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Uebung_5_Loesung.pdf\">Solution<\/a>, <a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Implizite-Vola-Zielwertsuche.xls\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Implizite-Vola-Zielwertsuche.xls\">Excel<\/a>)<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><em>Exams<\/em>:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Probeklausur.pdf\">Mock Exam<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Probeklausur_Rechenaufgaben.xls\">Excel<\/a>)<\/li>\n\n\n\n<li><a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/FDRM_2021-Exam-Typ-A.pdf\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/FDRM_2021-Exam-Typ-A.pdf\">Final Exam<\/a> (<a href=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Exam-FDRM.xlsx\" data-type=\"link\" data-id=\"http:\/\/christoph-hambel.de\/wp-content\/uploads\/2023\/08\/Exam-FDRM.xlsx\">Excel<\/a>)<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Please find below a selection of teaching material from my recent courses. If you spot a mistake on any of those slides or problem sets, please let me know. Some set of slides might be password-protected. Please feel free to reach out if you want to get access to those slides. Current Courses at Tilburg University Valuation and Risk Management [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"page-templates\/template_fullwidth.php","meta":{"footnotes":""},"class_list":["post-795","page","type-page","status-publish","hentry","col-lg-4 col-md-6"],"_links":{"self":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages\/795","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=795"}],"version-history":[{"count":65,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages\/795\/revisions"}],"predecessor-version":[{"id":1173,"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=\/wp\/v2\/pages\/795\/revisions\/1173"}],"wp:attachment":[{"href":"http:\/\/christoph-hambel.de\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=795"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}