Subject: Subject Sylbus: Interest Rates Derivatives - 099774

Interest Rates Derivatives - 099774
Will not be given the year
Credit
Points
1.5
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
3       4

Determination of the grade according to progress during the semester and a final examination.

The Issues Addressed: Bond Markets, Fixed Income Derivatives, Interest Rates Management Using Duration Models, Black'S Model for Bonds, the Binomial Interest Rate Tree Derivations Pricing Using Him Models and Ho and Lu.




Textbooks
PublishedPublisherAuthorsBook
2000prentice hallj. hull.options, futures and other derivatives, 4th ed

Created in 08/03/2021 Time 14:54:25