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Your opinion on "G63.2794 INTEREST RATE AND CREDIT MODELS" course in NYU
Posted: May 12th, 2005, 11:30 am
by Lucetios
Hi I am thinking of taking this course during the next fall. My objective is to be able to do a HJM and some credit models (calibration, pricing ...) in practice. Would this course be a good one? Would you suggest another one?Thanks
Your opinion on "G63.2794 INTEREST RATE AND CREDIT MODELS" course in NYU
Posted: May 12th, 2005, 1:55 pm
by yl470
It focus on implementation instead of the theory of the model, at least that is true for this semester. But it may change as a different instructor is going to teach it in the fall. You can write to the intructor to get more information.
Your opinion on "G63.2794 INTEREST RATE AND CREDIT MODELS" course in NYU
Posted: May 13th, 2005, 6:45 am
by moogle
If it is in the same format, it will be very programming intensive, one programming assignment every week(one hard assignment every 3-4 assignments). I met the new instructor a few days ago, seems to be a very nice fellow.