5661. Yield Curve Models
3.00 credits
Prerequisites:
Grading Basis: Graded
The theory and practice of stochastic models to analyze and value interest rate derivatives, and practical issues in the markets where they are traded.
Last Refreshed: 20-DEC-24 05.20.17.275138 AM
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term | Class Number | Campus | Instruction Mode | Instructor | Section | Schedule | Location | Enrollment | |
---|---|---|---|---|---|---|---|---|---|
1233 15287 1 001 | Spring 2023 | 15287 | Storrs | In Person | Perry, Edward | 001 | TuTh 12:30pm‑1:45pm |
FSB 102 | 8/20 |