Fixed Income Markets and Models

1.50 credit hours

This class is concerned with fixed income securities, interest rate risk management, and credit risk. Fixed income securities account for about two thirds of the market value of all outstanding securities, and hence this topic is important. The course covers the basic products of fixed income markets including treasury and LIBOR products, such as interest rate swaps. Risk management and hedging strategies are covered as well as selected topics in credit risk models and mortgage-backed securities.

No Syllabus Available

NOTE: Instructors and offerings vary by semester. Visit the Schedule of Classes for the most up-to-date information.