Baruch MFE - Financial Engineering Program

MTH 9886 Emerging Markets and Inflation Modeling

1.5 (7 Weeks; 3.0 Hours per week) Hours; 1.5 Credits

The course introduces mathematical models used to price and risk manage financial derivatives in Inflation and Emerging Markets. The emphasis is on practical aspects of modeling in special conditions and conventions across Emerging Markets. Modeling of the inflation derivatives covers rarely discussed practical aspects of pricing and hedging in inflation markets across the globe.

Prerequisites: MTH 9814, MTH 9831

2016-10-20T16:27:53+00:00