MTH 9878
Interest Rate Models
CUNY Bernard M Baruch College · UGRD · Fall 2026
1 section
Catalog description
The course introduces the quantitative interest rate models commonly used in the financial industry and their applications to the pricing and hedging of fixed income derivatives. The emphasis is on practical aspects of modeling, and the significance of the models for the valuation and risk management of portfolios of widely traded derivative instruments.This is an elective course in the Financial Engineering MS Program. Prerequisite: MTH 9814, MTH 9831Co-requisite: MTH 9862
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Availability not recently verifiedClass #cuny_bernard_m_baruch-MTH9878Fall 2026UGRD3 credits
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