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Course Reviews on RMSC6001 Interest Rates and Fixed Incomes Risk Management
Shared by Anonymous
2018-08-25
Professor: LEE, Pak Kuen Philip
Assessment
30% Assignment 30% mid-term test 40% Final ExamTeaching Skills & Others
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Shared by Anonymous
2018-08-25
Professor: LEE, Pak Kuen Philip
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Teaching Skills & Others
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CUHK
RMSC6001 Interest Rates and Fixed Incomes Risk Management