Theory of Interest and Applications

Lecture, three hours; discussion, one hour. Requisite: course 32B. Types of interest, time value of money, annuities and similar contracts, loans, bonds, portfolios and general cash flows, rate of return, term structure of interest rates, duration, convexity and immunization, interest rate swaps, financial derivatives, forwards, futures, and options. Letter grading.

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Course

Instructor
Dmitrii Pedchenko
Previously taught
22W

Previous Grades

Grade distributions not available.