FIN 516

Fall 2026 Part of Term B

Part of Term B
Oct 19-Dec 9

Term Structure Models

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.

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FIN 516 class schedule data for fall 2026
	Status		CRN	Type	Section	Time	Day	Location	Instructor	Section Details
			72876	Lecture-Discussion	TS	11:00AM -12:20PM	MW	3063 Business Instructional Fac	Widdicks, M	Availability: Open (Restricted) Part of Term: B Date Range: 10/19/26-12/09/26 Restriction(s): Restricted to MS: Financial Engineering or MS: Finance Cost Rec - UIUC.