Aug 23, 2019  
2018-2019 Undergraduate and Graduate Catalog 
2018-2019 Undergraduate and Graduate Catalog [ARCHIVED CATALOG]

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FIN 485 - Fixed Income Securities

(3 units)

Prerequisites: FIN 350 .
The course analyzes fixed income securities, option embedded fixed income securities and interest rate derivatives. Usual duration and convexity analysis, and the interest rate stochastic processes and other forecasting techniques will be studied. New breeds of fixed income securities, various collateralized bond obligations and other asset backed securities, and interest rate arbitrage techniques will be introduced.

Letter grade only (A-F).

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