FIN 516
Fall 2016 All Classes
All Classes
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 letter and S/U grading. Prerequisite: FIN 500 and FIN 512, or equivalents.
Section Status updates every 10 minutes.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
58387
|
Lecture-Discussion
|
A
|
11:00AM
-12:20PM
|
MW
|
3007 Business Instructional Fac
|
Widdicks, M
|
|