Fixed Income Markets & Models - FM5031

The University of Minnesota

Program in Financial Mathematics

Lecture Comments

 Introduction: 

While specific reading assignments will not be made, the required books will supply additional information supporting the lectures.  Two and more perspectives are helpful when learning new material.  Zipf supplies commentary to the fixed income portion of the lectures.  Sadr supplies commentary the interest rate derivative portion of the course.  Additional material will be distributed for principal component analysis and credit topics.

 

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