MTH 9877
Interest Rate and Credit Model · 3 credits · Spring 2027
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.
Seat status as of Oct 2, 10:36 AM ET. Seats can change between refreshes.
UWA-LEC Regular
Wed · 6:05 PM - 9:00 PM
B - Vert 3-120
Instructor not announced yetIn PersonOpen