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