FIN 516
Fall 2025 Part of Term B
Part of Term B
Oct 20-Dec 10
Oct 20-Dec 10
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
|
|