FIN 516

Fall 2024 Part of Term A

Part of Term A
Aug 26-Oct 18

Term Structure Models

SHOW FINAL EXAM SCHEDULE

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.

My Favorites

My Schedule

Section Status updates every 10 minutes.

FIN 516 class schedule data for fall 2024
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	72876	Lecture-Discussion	TS	12:30PM -1:50PM	MW	3007 Business Instructional Fac	Widdicks, M	Part of Term: A Date Range: 08/26/24-10/18/24 Restriction(s): Restricted to MS: Financial Engineering or MS: Finance Cost Rec - UIUC.