Nov 16, 2024  
2023-2024 Graduate 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 .