Apr 25, 2024  
2019-2020 Academic Catalog 
    
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2019-2020 Academic Catalog [Published Catalog]

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FINC 513/5331 - Fixed Income Securities (3 cr.)


Prerequisites
ACCT 5201  and FINC 5202 

Description
This is a course on fixed-income securities and related derivatives. It covers basic analytical tools in fixed-income markets. Topics include relative pricing of fixed-income securities, forward rates, yield-to-maturity, yield-curve trading strategies and immunization techniques. It also discusses term structure models, fixed-income securities with embedded options, and derivatives with fixed-income underlying securities. Instruments to be discussed are forward rate agreements, bond and interest rate futures, interest rate swaps, fixed-income options, mortgage-backed securities, and credit derivatives. The course emphasizes analytical techniques, rather than institutional details.
 


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