Speaker: 

Foreman

Institution: 

UCI

Time: 

Wednesday, December 3, 2014 - 2:00pm to 3:45pm

Host: 

Location: 

RH 340 N

This will be the last session of the quarter and the last week on basic fixed income math. In the winter quarter we will cover stochastic models of interest rate volatility, beginnig with the Heston model.