MA6627 - Stochastic Interest Rate Models | ||||||||||
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| * The offering term is subject to change without prior notice | ||||||||||
Course Aims | ||||||||||
This course aims to | ||||||||||
Assessment (Indicative only, please check the detailed course information) | ||||||||||
Continuous Assessment: 30% | ||||||||||
Examination: 70% | ||||||||||
- For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained. - Examination questions are designed to see how far students have achieved their intended learning outcomes. Questions will primarily be skills and understanding based to assess the student's versatility in mathematical methods underlying stochastic interest rate models and associated derivatives pricing. | ||||||||||
Examination Duration: 3 hours | ||||||||||
Detailed Course Information | ||||||||||
| MA6627.pdf | ||||||||||
