Bond Markets - Models & Derivatives
- type: Block (B)
- : Master
- semester: WS 23/24
- place: Building 09.21 (Blücherstr.), Room 124
- time: Block events between December 8, 2023 and February 6, 2024 (for details, please check ILIAS)
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lecturer:
Prof. Dr. Marliese Uhrig-Homburg
Caroline Grauer - sws: 2
- ects: 3
- lv-no.: 2530565
- exam: Written elaboration and oral examination including discussion of your own work
- information: On-site; held in English language
links
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.