MSF6121: Fixed Income and Securities

2 Credits

This class provides an introduction to fixed income markets. Topics include the price/yield relation, no-arbitrage pricing of stripped coupon bonds, the duration/convexity approximation, the term structure of interest rates, defaultable bonds, mortgage-backed securities, inflation protected securities, bonds with embedded options, swap rates, the Fed Funds rate, repurchase agreements, and attribution analysis. prereq: Fall A Cohort Completion

View on University Catalog


Gopher Grades is maintained by Social Coding with data from Summer 2017 to Summer 2024 provided by the Office of Institutional Data and Research

Privacy Policy