Spring 2024 Mathematics GR5460 section 001

INTEREST RATES MODELS

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