Nov 21, 2024  
2020-2021 Undergraduate and Graduate Catalog 
    
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2020-2021 Undergraduate and Graduate Catalog [ARCHIVED CATALOG]

FIN 485 - Fixed Income Securities

(3 units)

Prerequisites: FIN 350  and Finance majors, Finance minors, Applied MATH majors. Freshmen excluded.
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).