Fixed Income: Models and Applications
ECO 466
1222
1222
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This course will deal with no-arbitrage models of contracts based on interest rates including bonds, forward and future contracts, swaps, options and other derivatives. We will develop the theory of arbitrage-free pricing of financial assets in discrete and continuous time, as well as many special models that can be used to price and hedge fixed income securities.
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Section C01
- Type: Class
- Section: C01
- Status: C
- Enrollment: 0
- Capacity: 0
- Class Number: 21563
- Schedule: T 11:00 AM-11:50 AM
Section C02
- Type: Class
- Section: C02
- Status: C
- Enrollment: 0
- Capacity: 0
- Class Number: 23732
- Schedule: F 11:00 AM-11:50 AM
Section L01
- Type: Lecture
- Section: L01
- Status: C
- Enrollment: 0
- Capacity: 0
- Class Number: 21562
- Schedule: TTh 01:30 PM-02:50 PM