Tomas Heryan is participating on the ERASMUS+ intensive program in Italy. Within the week from the 16th till the 22nd of April he is going to teach four 90 minutes lectures at the University of Siena. The lectures for BSc. students are focused on the interest rate risk and credit risk of financial institutions as well as a workshop called Soft Skills in Econometrics. The lecture for MSc. students focuses on the financial derivatives and their practical examples.