FIN 2227 : Fixed Inc Markets & Valuation

Overview of fixed income markets and securities traded within those markets; bond valuation; duration and convexity of fixed income securities; asset backed security markets and valuation; credit risk analysis interest rate determination and models; interest rate risk management.

Prerequisites

(VSB 2020 :Y and VSB 2009 or VSB 2010 or VSB 2030 and VSB 2040) or FIN 1113

Overview

Program

Credits

Credits 3

Last Offered

Fall 2023, Spring 2023, Fall 2022, Spring 2022