Math 300 sec. 31
(Interest Rate Models)
Instructor – James G. Bridgeman
This is a one-credit course to explore interest rate models. It will meet Thursdays from 5:30 to 6:20 in MSB311.
No textbook is required; the material will be developed through class notes in seminar fashion. The topics covered will amount to a sampling of material from chapters 3, 5, 6, and 7 of The Oxford Guide to Financial Modeling, Ho and Lee, Oxford University Press (2004). You are not required to buy the text, however it is a useful reference for anyone with a future in financial or actuarial analysis and modeling so you might want to take the opportunity to acquire it.