Spring 2025 Courses

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: 30-DEC-24 05.20.16.384879 AM
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Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Spring 2025 6943 Storrs In Person Gan, Guojun 001 MoWeFr 1:25pm‑2:15pm
MCHU 308 3/20