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FIN 516 XTS - Term Structure Models

Campus: Urbana-Champaign


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.

Special Instructions:

This online section is only for students registered in-absentia

Academic Program Restrictions:

MS:Finance -UIUC

Option 1

Number of Required Visit(s): 0

Course Level: Graduate

Credit: 2

Term(s): Fall


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