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Fixed Income: Models and Applications

ECO 466

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