Illinois Institute Of Technology

Program Information

Degree Offered

Graduate Certificate in Fixed Income Modeling

Format: Campus

Program Description:

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.

Tuition & Financial Aid

Financial Aid Offered: No

Classification: Doctoral/Research Universities - Intensive

Institution Sector: Private not-for-profit

Locale: Large City

Size & Settings: 5,000 - 9,999