FIN 516 XTS - Term Structure Models
Coverage of the fundamental models models of the term structure of interest rates, including their implementation, calibration, and use in valuing interest rate derivatives. Focus will be on the Black model and short rate models such as Black-Derman-Toy and Hull-White. Course Information: 2 graduate hours. No professional credit. Approved for Letter and S/U grading. Prerequisite: FIN 512; IE 525 OR Fin 514 OR FIN 513.
This online section is only for students registered in-absentia
Academic Program Restrictions:
Option 1Number of Required Visit(s): 0
Course Level: Graduate