everything.study
FIN 618

Fixed Income

3 units

Winter 2026

Readings

  • Frank J. Fabozzi, Bond Markets, Analysis, and Strategies, 9th or 10th edition
    recommended
  • Chapters 7, 18 (until “Valuation Model”), and 22 (until the case studies) (Chapters 8, 19, and 22 if 10th edition)
    unspecified
Winter 2025

Topics

  • Fixed income securities
  • Bond pricing
  • Arbitrage
  • Hedging
  • Macroeconomy
  • Credit risk
  • Leverage
  • Repo markets
  • Interest rate futures

Readings

  • Frank J. Fabozzi. Bond Markets, Analysis, and Strategies. 9th or 10th edition.
    recommended
Sources