The Chinese University of Hong Kong

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RMSC 6001 Interest Rates and Fixed Incomes Risk Management

Related Textbook(s)/Reference(s):
1 sharing(s) available for this course
Average Rating:

9.00


Sheepfriend shared this review at 12:53pm 12 November 2015
  • Professor: LEE, Pak Kuen Philip
  • Language: English
Rating:

9.00

Course Description
从很基本的内容讲起,interest rate的estimation,用regression, cubic spline等方法,然后介绍了BS model,femankac formula,change of measure等。内容非常丰富。
Assessment
三次作业,期中考试,期末考试
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Teaching Professor(s)

LEE, Pak Kuen Philip

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