Interest Rate Models
Download as PDF
Overview
Subject area
MTH
Catalog Number
9878
Course Title
Interest Rate Models
Department(s)
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
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Lecture
Hours
3
Requisites
025064