MTH 9877: Interest Rate and Credit Model at Baruch College
3 credits · Spring 2027
Interest Rate and Credit Model (MTH 9877) at Baruch College has 1 way to take it in Spring 2027. 1 of 1 section has an open seat right now.
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Requirements
Prerequisite: MTH 9814 and MTH 9831
About this course
The course introduces mathematical models used to price and risk managefinancial derivatives in the interest rate and credit derivatives markets. Thecourse offers a thorough introduction to all major quantitative methodologiescurrently used in the financial industry, including curve construction, volatilitymodeling, term structure modeling, credit risk, and counterparty credit riskmodeling.
MTH 9877 sections, times and seats
Seat status as of Oct 5, 1:18 AM ET. Seats can change between refreshes. How fresh is this?
Questions about MTH 9877 at Baruch
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