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About Course Description
This course covers quantitative models for fixed income securities including valuation, trading, structuring, and risk management. Students will learn how models are built and used through hands-on modeling exercises. The course introduces discrete time, continuous state models and covers topics like the Vasicek and binomial models, options pricing, and implied volatility.
Detailed Information
| Author: | ['Raman Iyer'] |
|---|---|
| Publication Year: | 2014 |
| Pages: | 12 |
| Language: | English |
| Format: | |
| Price: | FREE |
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