Bond Markets - Models and Derivatives

  • type: Block (B)
  • : Master
  • semester: WS 22/23
  • place: Building 09.21 (Blücherstr.), Room 124
  • time: Block events between 02/12/2022 and 03/02/2023 (for details, please check ILIAS)
  • lecturer: Prof. Dr. Marliese Uhrig-Homburg

    Caroline Grauer

  • sws: 1.5+0.5
  • ects: 3
  • lv-no.: 2530565
  • exam: Written elaboration and oral examination including discussion of your own work
  • information: On-site; held in English language

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