Syllabus and Tentative Course Schedule
1. Week 1: Lattice Models I
2. Week 2: Lattice Models II
3. Week 3: Stochastic Calculus I
4. Week 4: Stochastic Calculus II
5. Week 5: Single-Factor Models
6. Week 6: Single-Factor Models
7. Week 7: Multi-Factor Models
8. Week 8: Midterm Exam
9. Week 9: Monte-Carlo Simulation and Numerical Methods
10. Week 10: Heath-Jarrow-Morton Models
11. Week 11: Heath-Jarrow-Morton Models
12. Week 12: Market Libor Models
13. Week 13: Market Libor Models