Department of Mathematics

Interest Rate Theory

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Professor Prof. Johannes Muhle-Karbe
Lectures Thursday 10-12

ML E 12

Friday (every other week) 10-12

HG D 1.1

Coordinator Ren Liu
Exercises Friday (every other week) 10-12

HG D 1.1
CAB G 51

Beginning of the lecture: Thursday, 18.09.2014

Beginning of the exercises: Friday, 19.09.2014

Exercises: Click here for information on the exercise classes.

Course description

We introduce and discuss important theoretical and numerical methods and models in interest rate theory.



    The lecture will mainly be based on the following book:

    References for stochastic calculus


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© 2016 Mathematics Department | Imprint | Disclaimer | 19 December 2014