Graduate Course Descriptions

The following directory lists the graduate courses which the University expects to offer, although the University in no way guarantees that all such courses will be offered in any given academic year, and reserves the right to alter the list if conditions warrant. Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.

5661. Yield Curve Models

3.00 credits

Prerequisites: None.

Grading Basis: Graded

The theory and practice of stochastic models to analyze and value interest rate derivatives, and practical issues in the markets where they are traded.


Last Refreshed: 18-APR-24 05.20.14.350110 AM
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term Class Number Campus Instruction Mode Instructor Section Session Schedule Enrollment Location Credits Grading Basis Notes
Spring 2024 6377 Storrs In Person Mostovyi, Oleksii 001 Reg MoWeFr 1:25pm‑2:15pm
7/20 MONT 113 3.00 Graded