FIN 516

Fall 2021 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 2021
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	72876	Lecture-Discussion	TS	9:30AM -10:50AM	MW	243 Wohlers Hall	Widdicks, M	Part of Term: A Date Range: 08/23/21-10/15/21 Restriction(s): Restricted to MS:Finance -UIUC, MS: Finance Cost Rec -UIUC, MS: Financial Engineering, MS: Finance - UIUC, or MS: Finance Cost Rec - UIUC.
	58387	Online	XTS	9:30AM -10:50AM	MW	n.a.	Widdicks, M	Part of Term: A Date Range: 08/23/21-10/15/21 Special Approval: Departmental Approval Required Section Info: This online section is only for students registered in-absentia Restriction(s): Restricted to Graduate - Urbana-Champaign. Restricted to MS:Finance -UIUC, MS: Finance Cost Rec -UIUC, MS: Financial Engineering, or MS: Finance Cost Rec - UIUC.