| Call Number | 20555 |
|---|---|
| Day & Time Location |
W 7:25pm-9:15pm 517 Hamilton Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Paul-Guillaume Fournie |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | The objective of this course is to introduce students to interest rates models and to build step by step a coherent understanding of the interest rates world, from the stripping of a yield curve to the modern frameworks of option pricing. Adopting a practitioner’s perspective, it will put an emphasis on building a strong intuition on the products and models, and will adopt a balanced approach between formal derivation and concrete applications. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 6 students (60 max) as of 4:05PM Saturday, December 21, 2024 |
| Subject | Mathematics |
| Number | GR5460 |
| Section | 001 |
| Division | Interfaculty |
| Open To | GSAS |
| Note | MAFN Students ONLY. Open to STATS 1/9. Open to Univ. 1/17 |
| Section key | 20241MATH5460G001 |