MATH30623

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Interest Theory II

Mathematics Undergraduate SE - Collg of Science & Engineering

Department(s)

Long Description (Catalog Description)

Prerequisites: MATH 30603 with C- or better. Treatment of bonds and yield rates, stocks and financial markets, arbitrage, the term structure of interest rates, options and swaps, and topics in interest rate sensitivity including duration, convexity and immunization.

Course Typically Offered

ALT-SPRING

Career

Undergraduate

Min Units

3

Max Units

3

Repeat for Credit

No

Number Of Repeats

1

Code

LEC

Name

LEC