FIN 516
Fall 2025 All Classes
All Classes
Credit: 2 hours.
Coverage of the fundamental 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.
Approved for Letter and S/U grading.
Section Status updates every 10 minutes.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
72876
|
Lecture-Discussion
|
TS
|
11:00AM
-12:20PM
|
MW
|
2063 Business Instructional Fac
|
Widdicks, M
|
|