Course Schedule and Catalog
Course Schedule - Fall Semester 2013
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
BUSI 524 001 (CRN: 18820)
DERIVATIVES/TERM STRUCTURE
Long Title: DERIVATIVES/TERM STRUCTURE
Department: Business
Instructor: Duarte, Jefferson
Meeting: 9:00AM - 12:00PM W (26-AUG-2013 - 11-OCT-2013)
Part of Term: 1st Half of Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 1.5
Course Syllabus:
Restrictions:
Must be enrolled in one of the following Program(s):
Doctor of Philosophy Business
Must be enrolled in one of the following Level(s):
Graduate
Must be enrolled in one of the following Class(es):
Graduate
Section Max Enrollment: 30
Section Enrolled: 4
Enrollment data as of: 3-MAY-2024 9:06PM
Description: This course provides a brief review of the literature on derivative pricing and the term
structure of interest rates. If we have time we may also read some papers on the financial
crisis. The objective is to prepare students to critically think about the current research in
each these areas and, at the same time, give some basic knowledge about each of these
research areas. The course is intended for Ph.D. students. This course is very quantitative and requires
basic familiarity with asset pricing theory (BUSI 521). Even though, the course is very
quantitative, emphasis is given to intuition instead to mathematical rigor.
Repeatable for Credit.