FIN 516

Fall 2012 All Classes

All Classes

Term Structure Models

Credit: 4 hours.

Extensive coverage of several models of the term structure of interest rates, including their implementation, calibration, and use in valuing interest rate derivatives. Will include applications of both Monte Carlo methods and finite-difference or "tree" methods.

Approved for both letter and S/U grading. Prerequisite: FIN 500 and FIN 512, or equivalents.

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FIN 516 class schedule data for fall 2012
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	58387	Lecture-Discussion	A	11:00AM -12:20PM	MW	240 Wohlers Hall	Widdicks, M	Part of Term: 1 Date Range: 08/27/12-12/12/12 Restriction(s): Restricted to MS: Financial Engineering.