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    • Financial Market Risk and Modeling . PSTAT 177

    Modern financial markets, interest rate risk and its effect on government bonds, corporate bonds, other fixed income investments and equities. Financial market data analysis, calibration and validation. Some additional topics from among mortgage-backed securities, corporate credit risk, inflation-indexed bonds and swaptions.

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    Prerequisites: PSTAT 126 and PSTAT 171 both with a minimum grade of C or better, or instructor approval.

    4

    Units

    Optional

    Grading

    1, 2

    Passtime

    None

    Level Limit

    Letters and science

    College
    These majors only stsds finms stsap stats actsc
    Instructors
    PEDERSEN H W
    No info found
    Lecture
    ELLSN2626
    T R
    14:00 PM - 15:15 PM
    36 / 50
    Sections
    ILP 4103
    T
    12:00 PM - 12:50 PM
    11 / 25
    ILP 3312
    T
    13:00 PM - 13:50 PM
    25 / 25 Full
    Enrollment Trends
    Grading Trends (1)
    PSTAT 177 Pedersen H W Spring 2025 Total: 31
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