Interest Rate Models
Overview
Description
The course introduces the quantitative interest rate models commonly used in the financial industry and their applications to the pricing and hedging of fixed income derivatives. The emphasis is on practical aspects of modeling, and the significance of the models for the valuation and risk management of portfolios of widely traded derivative instruments.This is an elective course in the Financial Engineering MS Program. Prerequisite: MTH 9814, MTH 9831Co-requisite: MTH 9862
Career
Graduate
Credits
Value
3
Max
3
Min
3
Course Count
1
Number Of Credits
3
Number Of Repeats
1
Repeatable
No
Contact Use
Yes
Generate Attendance
No
Left Use
Yes
Present Use
Yes
Reason Use
Yes
Tardy Use
Yes
Template Override
No
Time Use
Yes
Attendance Type
Class Meeting
Auto Create
No
Code
LEC
Instructor Contact Hours
3
Default Section Size
30
Final Exam Type
Yes
Include in Dynamic Date Calc
No
Instruction Mode
In Person
LMS File Type
Blackboard CourseInfo 4
Name
Lecture
OEE Workload Hours
0
Optional Component
No
Preferred Room Features
Academic Scheduling
Workload Hours
3