FIN 517

Fall 2020 Part of Term B

Part of Term B
Oct 19-Dec 9

Advanced Term Structure Models

SHOW FINAL EXAM SCHEDULE

Credit: 2 hours.

This class is a continuation of FIN 516 Term Structure Models. Coverage of advanced term structure models with a focus on the LIBOR Market Model (LMM). Students will learn the theory behind the model, how to calibrate the model to data and how to to develop numerical algorithms in order to implement the model to price a variety of real world interest rate products.

2 graduate hours. No professional credit. Approved for Letter and S/U grading. Prerequisite: FIN 516.

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FIN 517 class schedule data for fall 2020
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	72877	Lecture-Discussion	ATS	11:00AM -12:20PM	MW	Business Instructional Fac	Widdicks, M	Part of Term: B Date Range: 10/19/20-12/09/20 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:Finance -UIUC, MS: Finance Cost Rec -UIUC, MS: Financial Engineering, MS: Finance - UIUC, or MS: Finance Cost Rec - UIUC.