FIN 52033 Fixed Income Securities

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. Lab fee may be required.




ECON 53081; FIN 52010; MGMT 56070.