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Zinsmärkte

MA3703Elective Modules5 ECTSEnglishwinter semesterDepartment Mathematics
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You will gain a solid introduction to interest rate markets and models for describing term structures. At the end you will be able to value interest-rate instruments and interest rate derivatives as well as measure and manage interest rate risks.

What you will be able to do

  • Understand the fundamentals of fixed-income markets
  • Apply the pricing of interest rate derivatives
  • Analyze term-structure and short-rate models
  • Assess and manage interest rate risks

What the module consists of

  • LectureConveying the theoretical foundations and mathematical derivations
  • TutorialDeepening through theoretical and computer-oriented problems; supervision and teamwork possible

Teaching method

  • Lecture with slides and board proofsfor structured presentation and derivation of proofs
  • Tutorial problems (theoretical and computer-oriented)for deepening, practical application and consolidation of the lecture material
  • Self-study of literaturefor independent deepening of the treated topics

Dates

LectureFixed Income Markets [MA3703]

  • Wed10:15–11:45BC1 2.02.01, Seminarraum (8101.02.201)
    14× · 14.10.–03.02.
    • 14.10.
    • 21.10.
    • 04.11.
    • 11.11.
    • 18.11.
    • 25.11.
    • 02.12.
    • 09.12.
    • 16.12.
    • 23.12.
    • 13.01.
    • 20.01.
    • 27.01.
    • 03.02.

From the current semester, not binding.

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Official page in TUMonline · Details are not binding.