Schedule

ARF, Fall 2026. Room XXX, Monday & Thursday 16:00 – 17:30. Zoom XXX.

Part 1

Session 1. Monday, August 3.

  • Reading. Course syllabus (this document).
  • Activity. Welcome and introduction to the course.
  • Activity. Set up your free DataCamp account. Invitations have been sent to your UDEM student email.
  • Activity. Define your team. Teams may have up to four members, or another maximum that I announce based on class enrollment.
  • Bonus points. Group challenge. During this semester, you must subscribe to the Ah, ya entendí YouTube channel. If every student in this class subscribes, I will award +5 bonus points to every student in the class.
  • Optional. If you already have a Substack account, you may subscribe to Ah, ya entendí on Substack. This is not required. If you do not already have a Substack account, do not create one for this activity.

Session 2. Thursday, August 6.

  • Reading. Course syllabus (this document).
  • Activity. How DataCamp, DataLab, and RStudio work.
  • Under review. Bonus points. Collective challenge. I have approximately 90 students this semester, and all of them must watch the following three videos: Primavera 2026. If all my students watch them, this will amount to 180 hours of watch time. If that goal is reached by 7:00 p.m. on Thursday, August 6, I will award +10 bonus points to all my students.

Session 3. Monday, August 10.

  • Topic 1/3: Credit scoring models.
  • Reading. Lozano (2026), chapter 1: Logistic credit scoring.
  • Reading. Lozano (2026), chapter 2: Tree-based credit scoring.
  • Required. Accept the course policies by completing this form using your UDEM email account.

Session 4. Thursday, August 13.

Session 5. Monday, August 17.

Session 6. Thursday, August 20.

Session 7, zoom. Monday, August 24.

Session 8. Thursday, August 27.

Session 9. Monday, August 31.

  • The deadline is not yet available, but please remember to complete the Avanza 180 survey.

Session 10. Thursday, September 3.

  • Graded. The Written component of \(H_1\) is due before class begins.
  • Graded. Team Oral presentations for \(H_1\), with each student assessed individually: first of two presentation sessions.

Session 11. Monday, September 7.

  • Graded. Team Oral presentations for \(H_1\), with each student assessed individually: second of two presentation sessions.

Session 12, zoom. Thursday, September 10.

  • Graded. Complete the Written component of \(E_1\) remotely during the scheduled class period.

Session 13. Monday, September 14.

  • Graded. Team Oral defenses for \(E_1\): first of two defense sessions.
  • Bonus points. The wheel of fortune 1/3. This is a class activity.
  • Bonus points. Data Analyst in R. Complete DataCamp assignment before 10:00 a.m. It is not required to send evidence of having completed because the system automatically records if it was completed on time.
  • Non graded. Mention DataCamp in social media if possible. Instructions.

Session 14. Thursday, September 17.

  • Graded. Team Oral defenses for \(E_1\): second of two defense sessions.

Part 2

Session 15. Monday, September 21.

Session 16. Thursday, September 24.

Session 17, zoom. Monday, September 28.

Session 18. Thursday, October 1.

Session 19. Monday, October 5.

  • Bonus points. The wheel of fortune 2/3. This is a class activity.

Session 20. Thursday, October 8.

  • Graded. The Written component of \(H_2\) is due before class begins.
  • Graded. Team Oral presentations for \(H_2\): first of two presentation sessions.
  • Topic 2/3: Structural credit risk and market pricing.
  • Reading. Lozano (2026), chapter 3: The Merton model.
  • Reading. Lozano (2026), chapter 4: Credit Spreads and CDS Valuation.
  • Bonus points. Associate Data Analyst in SQL. Complete DataCamp assignment before 10:00 a.m. It is not required to send evidence of having completed because the system automatically records if it was completed on time.

Session 21. Monday, October 12.

  • Graded. Team Oral presentations for \(H_2\): second of two presentation sessions.

Session 22, zoom. Thursday, October 15.

  • Graded. Complete the Written component of \(E_2\) remotely during the scheduled class period.

Session 23. Monday, October 19.

  • Graded. Team Oral defenses for \(E_2\): first of two defense sessions.

Session 24. Thursday, October 22.

  • Graded. Team Oral defenses for \(E_2\): second of two defense sessions.

Part 3

Session 25. Monday, October 26.

  • Topic 3/3: Portfolio credit risk and dependence modeling.
  • Reading. Lozano (2026), chapter 5: The Gaussian copula model for portfolio credit risk.

Session 26. Thursday, October 29.

  • The deadline is not yet available, but please remember to complete the Avanza 360 survey.

Session 27. Monday, November 2.

Session 28. Thursday, November 5.

Session 29, zoom. Monday, November 9.

Session 30. Thursday, November 12.

Holiday. Monday, November 16.

Session 31, zoom. Thursday, November 19.

  • Activity. \(E_F\) review.
  • Bonus points. The wheel of fortune 3/3. This is a class activity.
  • Bonus points. Data Analyst Certification. Complete DataCamp assignment before 10:00 a.m. It is not required to send evidence of having completed because the system automatically records if it was completed on time.
  • Farewell .

The end

Final exam, zoom. XXX.

  • Graded. \(E_F\) Instructions in Blackboard.