FIN 517
Fall 2022 All Classes
All Classes
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.
Section Status updates every 10 minutes.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
72877
|
Lecture-Discussion
|
ATS
|
12:30PM
-1:50PM
|
MW
|
3007 Business Instructional Fac
|
Widdicks, M
|
|