FINC450 Fixed Income

In this course, students will study fixed income securities with an emphasis on understanding yield spreads, bond risk, valuation, and interest rate volatility. Bond derivatives will be examined and the dynamics of mortgage and asset backed bond funds will be analyzed. Credit analysis will be introduced as well as bond portfolio management issues. Hedging of fixed income securities will be briefly reviewed.

Prerequisite

FIN310 or FINC390 or FINC400; MAT306 or MATH306 or MATH305 or MGM330 or MATH301

Corequisite

None

Credits

4

Distribution

Business

Notes

This course is no longer offered.