Call Number | 15403 |
---|---|
Day & Time Location |
F 6:10pm-8:00pm To be announced |
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 | 19 students (60 max) as of 9:05PM Thursday, December 5, 2024 |
Subject | Mathematics |
Number | GR5460 |
Section | 001 |
Division | Interfaculty |
Note | MAFN Students ONLY. Open to STATS 1/18. |
Section key | 20251MATH5460G001 |