Spring 2024 Courses

5661. Yield Curve Models

3.00 credits

Prerequisites: None.

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: 18-NOV-24 05.20.09.662884 AM
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Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Spring 2024 6377 Storrs In Person Mostovyi, Oleksii 001 MoWeFr 1:25pm‑2:15pm
MONT 113 7/20