Spring 2025 Mathematics GR5460 section 001

INTEREST RATES MODELS

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