Bond Markets - Models & Derivatives
- type: Block (B)
- : Master
- semester: WS 24/25
- place: Building 09.21 (Blücherstr.), Room 124
- time: tba
-
lecturer:
Prof. Dr. Marliese Uhrig-Homburg
Dr. Marcel Müller
Caroline Grauer - sws: 2
- ects: 3
- lv-no.: 2530565
- exam: Written elaboration and oral examination including discussion of your own work
- information: On-site; taught in English
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.