Call Number | 11843 |
---|---|
Day & Time Location |
W 5:40pm-8:10pm To be announced |
Points | 3 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Luca Capriotti |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | In this course, we will cover the basics of mathematical modeling of interest rates and credit derivatives. In the first part, we will cover basic interest rate derivatives, the Heath-Jarrow-Morton (HJM) |
Web Site | Vergil |
Department | Industrial Engineering and Operations Research |
Enrollment | 0 students (50 max) as of 3:06PM Thursday, April 3, 2025 |
Subject | Industrial Engineering and Operations Research |
Number | E4724 |
Section | 001 |
Division | School of Engineering and Applied Science: Graduate |
Section key | 20253IEOR4724E001 |