Interest Rates and Credit Modelling (MATH0064)

Key information

Faculty: Faculty of Mathematical and Physical Sciences
Teaching department: Mathematics
Credit value: 15

Restrictions: N/A
Timetable

Alternative credit options

There are no alternative credit options available for this module.

Description

This is a 30-hour introductory course on interest rate modelling and the pricing of fixed-income assets. The first part of the course focusses on the modelling of the term structure of interest rates. During the second part of the course, the concept of credit risk and some standard credit risk models are introduced

Module deliveries for 2024/25 academic year

Intended teaching term: Term 2 听听听 Postgraduate (FHEQ Level 7)

Teaching and assessment

Mode of study: In person
Methods of assessment: 100% Exam
Mark scheme: Numeric Marks

Other information

Number of students on module in previous year: 13
Module leader: Dr Carlo Marinelli
Who to contact for more information: maths.mscteaching@ucl.ac.uk

Last updated

This module description was last updated on 8th April 2024.

听

Useful links

Sustainability

For a list of modules related to climate change as well as social and environmental sustainability at 果冻影院, type 'climate' or 'sustainability' into the search. Visit Sustainable 果冻影院 for information on extra-curricular activity on sustainability.

Important information

The catalogue has been updated with key information about the modules that will run during the 2024/25 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year.

Please note,听information in the catalogue is听subject to change as teaching and assessment arrangements for 2024/25 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model.

Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed exams and in-class activity will be confirmed by the teaching department for the module.

听