BUSI 4511 [0.5 credit] Fixed Income Analysis
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 3502 and BUSI 3512 (with a grade of C- or higher in each), and STAT 2602 or STAT 2607 (with a grade of C- or higher in each).
Lecture three hours a week.
Lecture three hours a week.