ANALYSIS OF FIXED INCOME SECURITIES
Detailed coverage of fixed income securities and their derivatives; asset backed/mortgage backed securities; pricing and portfolio strategies; term structures models and other analytical tools.
Prerequisites & course information
Requisites: ( FINANCE 700 and GEN BUS 704 ) or declared in graduate Business Exchange program Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Fall 2026 Learning Outcomes: 1. Utilize and be comfortable with the mathematics of fixed income markets. Audience: Graduate 2. Utilize appropriate tools and techniques, including various measures of duration and convexity, to make decisions about trading and hedging portfolios of fixed income securities. Audience: Graduate 3. Explain the structure and uses of fixed income derivative instruments, including options, forwards, and swaps. Audience: Graduate Learning Outcomes: 1. Utilize and be comfortable with the mathematics of fixed income markets. Audience: Graduate 2. Utilize appropriate tools and techniques, including various measures of duration and convexity, to make decisions about trading and hedging portfolios of fixed income securities. Audience: Graduate 3. Explain the structure and uses of fixed income derivative instruments, including options, forwards, and swaps. Audience: Graduate
Sources
- Course catalogue ↗2026-2027