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Nov 16, 2024
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2023-2024 Graduate Catalog ARCHIVED CATALOG: CONTENT MAY NOT BE CURRENT. USE THE DROP DOWN ABOVE TO ACCESS THE CURRENT CATALOG.
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FINQ 765 - Fixed Income Securities Credits 3
Discusses unique features and concepts related to the valuation and risk- return analysis of fixed income securities and structured notes. Topics include fixed and floating rate loans with embedded options, interest rate derivatives, credit default swaps, and mortgage-backed securities. Techniques for factor-based fixed income portfolio construction are also discussed.
Prerequisites Admission in MSQF program or approval by Director of MSQF program; FIN 710 and ECO 770 .
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