main navigation
my pace

FIN 679 Fixed Income Markets and Analytics

Course Description: Analyses of U.S. and foreign fixed income markets. Describes the various products, where and how they are traded, how they are priced, and how they are used to achieve a variety of financial goals including capital formation, interest rate risk management, and portfolio diversification. Topics covered include treasury, agency, corporate, and municipal bonds, floating rate bonds, mortgage-backed securities, term structure modeling, immunization, credit risk management, credit derivatives, and interest rate derivatives including swaps, caps and floors, and swaptions.


3 credits


FIN 652 Minimum Grade of C and MBA 646 Minimum Grade of C