Key information
- Faculty
- Faculty of Mathematical and Physical Sciences
- Teaching department
- Mathematics
- Credit value
- 15
- Restrictions
-
N/A
- Timetable
-
Alternative credit options
There are no alternative credit options available for this module.
This is a 30-hour introductory course on interest rate modelling and the pricing of fixed-income assets. The first part of the course focusses on the modelling of the term structure of interest rates. During the second part of the course, the concept of credit risk and some standard credit risk models are introduced
Module deliveries for 2024/25 academic year
Intended teaching term:
Term 2 ÌýÌýÌý
Postgraduate (FHEQ Level 7)
Teaching and assessment
- Mode of study
- In person
- Methods of assessment
-
100%
Exam
- Mark scheme
-
Numeric Marks
Other information
- Number of students on module in previous year
-
13
- Module leader
-
Dr Carlo Marinelli
- Who to contact for more information
- maths.mscteaching@ucl.ac.uk
Last updated
This module description was last updated on 19th August 2024.
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