Valuation of fixed income securities and interest rate derivatives including bonds, mortgage- and asset-based securities. Analytic tools used in bond portfolio and interest rate risk management including yield curve construction, duration and convexity, and term structure models. Prerequisite(s): BUSI 3500 and BUSI 3502 with a grade of C- or higher in each.Lectures three hours per week.
Valuation of fixed income securities and interest rate derivatives including bonds, mortgage- and asset-based securities. Analytic tools used in bond portfolio and interest rate risk management including yield curve construction, duration and convexity, and term structure models. Prerequisite(s): BUSI 3500 and BUSI 3502 with a grade of C- or higher in each.Lectures three hours per week.