Math 8803

Spring 2003

Seminar on Interest Rate Models.

• Participants will read papers from the literature related to interest rates and write and present reports on papers and implementation of models.
• Meeting time is TBA.
• If you have obtained permission to register, then you will receive an e-mail with a password which will yield access to the course materials and papers. The list of papers is not comprehensive. It is expected that the list will be enlarged according to the interests of the participants. A link to papers in this area.

View some papers and seminar materials.