Bond Markets - Models and Derivatives

  • type: Block event
  • : Master
  • semester: Winter Semester 2021/22
  • place: In person (for details, please check ILIAS)
  • time: Block events between 03.12.2021 and 11.02.2022
  • lecturer: Prof. Dr. Marliese Uhrig-Homburg

    Caroline Grauer

  • sws: 1,5 + 0,5
  • ects: 3
  • exam: Written elaboration and oral examination including discussion of your own work
  • information: Held in English

Brief Description

Deepening the contents of "Bond Markets" - modelling the dynamics of yield curves and discussing the valuation of interest rate and credit derivatives. Independent development of the topics by the students