Fixed Income Analysis

Catalog description

Credits 3. 3 Lecture Hours. Characteristics of fixed income securities including Treasury issues, federal agency issues, corporate and municipal bonds, mortgage-backed and asset-backed securities; institutional features fixed income markets; risks of bond investing; fixed income valuation; term structure; trade strategies; modeling and assessing credit risks; hedging with fixed income derivatives. Prerequisites: FINC 351 or FINC 603 or FINC 632 ; FINC 361 or FINC 602 or FINC 629 .