Fixed Income Securities

Catalog description

The purpose of this course is to introduce students to fixed income portfolio management. The course objective is to provide students with a set of tools to analyze fixed income markets. This class will also provide a quantitative approach to fixed income instrument use and will cover the mathematics of bond pricing, term structure analysis and pricing of credit risk. Trees and Monte Carlo methods of valuation are presented. Fee Information: Lab fee may be required. Prerequisite: ECON 53081 ; FIN 52010 ; MGMT 56070 . Share this Page Facebook this Page (opens a new window) Tweet this Page (opens a new window) Print (opens a new window) Help (opens a new window)