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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, BUSI 3512 with a grade of C- or higher in each, and STAT 2607 with a grade of C- or higher.
Lecture three hours a week.