FIN 516
Fall 2022 All Classes
All Classes
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.
Section Status updates every 10 minutes.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
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72876
|
Lecture-Discussion
|
TS
|
12:30PM
-1:50PM
|
MW
|
3007 Business Instructional Fac
|
Widdicks, M
|
|