Prerequisites | Welcome | TW3421x Courseware | edX

DelftX: TW3421x Credit Risk Management

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An Introduction to
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Welcome
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In developing this course, I have tried to avoid unnecessary sophistications, so

that the course can be followed by a larger number of students.

Help

The course will start with important but simple concepts, and the difficulty will
increase gradually.
However, this is a university bachelor level course, hence there are some
prerequisites to attend the course in the most fruitful way.
In particular, I will take for granted the following topics:
Calculus: derivatives, integrals, intuition of what a differential equation is
(just the intuition, no specific computational ability).
Statistics and Probability: mean, variance, standard deviation, quantile,
frequency, expected value, conditional probability, common discrete distributions
(Bernoulli, Binomial, Poisson) and common continuous distributions
(Normal/Gaussian, lognormal).
On edX you can find very good introductory courses to statistics and probability.
For example: STAT2.1X,STAT2.2Xand STAT2.3X, offered by BerkeleyX
(University of California, Berkeley).
Finance: very basic vocabulary, e.g. interest rate, mortgage, loan, bond, etc.
Anyway, if you are not familiar with all these topics, do not despair. During
the course I will provide extra references to help you in understanding and
familiarizing with the different notions and tools.
For example, I will often refer to Wikipedia pages, especially if I have personally
checked the content of those pages. This is a way of helping you in refreshing
your previous knowledge, or in getting some new one.
All in all, the only important prerequisite here is the willingness to take the
risk!

https://courses.edx.org/courses/DelftX/TW3421x/1T2014/courseware/3e99117939644509bd8350d17e15f629/7c55cbfbd4154530b280af8495922175/[4/14/2014 6:27:14 PM]

Prerequisites | Welcome | TW3421x Courseware | edX

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https://courses.edx.org/courses/DelftX/TW3421x/1T2014/courseware/3e99117939644509bd8350d17e15f629/7c55cbfbd4154530b280af8495922175/[4/14/2014 6:27:14 PM]