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 5:05PM Sunday, December 8, 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 |