PSTAT 177: FINANCIAL RISK
University of California, Santa Barbara
Modern financial markets, interest rate risk and its effect on government b onds, corporate bonds, other fixed income investments and equities. Financi al market data analysis, calibration and validation. Some additional topics from among mortgage-backed securities, corporate credit risk, inflation-in dexed bonds and swaptions.
Average GPA: 3.43
Grade distribution records: 31 students across 1 terms.
Grade distribution
| Grade | Students | Percent |
|---|---|---|
| A+ | 5 | 16.1% |
| A | 11 | 35.5% |
| A- | 8 | 25.8% |
| B+ | 2 | 6.5% |
| B | 2 | 6.5% |
| F | 3 | 9.7% |
Based on 31 student grade records across 1 term and 1 professor.
Instructors
- Pedersen H W 31 students, Average GPA 3.43