everything.study
BUSI 4511

Fixed Income Analysis

0.5 credit · Undergraduate

Valuation of fixed income securities and interest rate derivatives including bonds, mortgage- and asset-based securities. Analytic tools used in bond portfolio and interest rate risk management including yield curve construction, duration and convexity, and term structure models.

Topics

Course catalogue

2021

Readings

  • Frank J. Fabozzi, “Fixed Income Analysis” 2nd edition, Wiley, 2007, ISBN 978- 0470052211.
  • Frank J. Fabozzi, “Fixed Income Analysis Workbook” 2nd edition, Wiley, 2007, ISBN 978-0470069196.
  • John Hull, “Options, Futures, and Other Derivatives”, 10th edition., Prentice Hall, 2018, ISBN 978-0134472089.

Prerequisites & course information

Prerequisite(s): BUSI 3502 and BUSI 3512 (with a grade of C- or higher in each), and STAT 2602 or STAT 2607 (with a grade of C- or higher in each). Lecture three hours a week.

Sources