Fixed Income: Models and Applications
FIN 521
1222
1222
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A study of models for the term structure of interest rates, bond prices and other contracts such as forwards and futures, swaps and options. The course develops the theory of arbitrage-free pricing of financial assets in continuous time, as well as special models that can be used to price and hedge fixed income securities
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Section L01
- Type: Lecture
- Section: L01
- Status: O
- Enrollment: 8
- Capacity: 35
- Class Number: 20280
- Schedule: TTh 01:30 PM-02:50 PM - Julis Romo Rabinowitz Building 101
Section P01
- Type: Precept
- Section: P01
- Status: O
- Enrollment: 8
- Capacity: 35
- Class Number: 23830
- Schedule: F 11:00 AM-11:50 AM - Julis Romo Rabinowitz Building 101