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Illinois Institute Of Technology


Center for Law and Financial Markets
Fixed Income Modeling
565 West Adams Street, Suite: 658
Chicago, IL 60661 US
 
Phone: 1-312-906-6506
Fax: 1-312-906-6511
 

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Degrees: Program Format:
Certificate
Graduate Certificate in Fixed Income Modeling
On Campus
 
This accelerated program begins with an intensive study of statistics and calculus for asset pricing and risk management followed by an in-depth investigation of options theory. Next students move from theory to practice by applying C++ programming in UNIX (design and use of classes, properties, functions, inheritance). Topics include fixed income derivatives, option embedded bonds using OAS, mean reversion, and path dependent derivatives using multinomial models.
   
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