2019-20 Fall - MATH5520 - Interest Rate Models

Course

Description

Theory of interest rates, yield curves, short rates, forward rates. Short rate models: Vasicek model and Cox-Ingersoll-Ross models. Term structure models: Hull-White fitting procedure. Heath-Jarrow-Morton pricing framework. LIBOR and swap market models, Brace-Gatarek-Musiela approach. Affine models.
Course period1/09/1931/12/19
Course levelPG
Course formatLecture