FIN 516

Fall 2020 All Classes

All Classes

Term Structure Models

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Credit: 2 hours.

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.

2 graduate hours. No professional credit. Approved for Letter and S/U grading. Prerequisite: FIN 512; IE 525 OR Fin 514 OR FIN 513.

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FIN 516 class schedule data for fall 2020
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	72876	Lecture-Discussion	TS	11:00AM -12:20PM	MW	3007 Business Instructional Fac	Widdicks, M	Part of Term: A Date Range: 08/24/20-10/16/20 Section Info: This section will have distributed attendance. You will receive an email from your instructor with specific attendance instructions. Restriction(s): Restricted to MS: Financial Engineering or MS: Finance Cost Rec - UIUC.
	75498	Lecture-Discussion	TS2	12:30PM -1:50PM	MW	3007 Business Instructional Fac	Widdicks, M	Part of Term: A Date Range: 08/24/20-10/16/20 Restriction(s): Restricted to MS:Finance -UIUC, MS: Finance Cost Rec -UIUC, MS: Financial Engineering, MS: Finance - UIUC, or MS: Finance Cost Rec - UIUC.