Finance & Insurance
FINA 6336: Fixed-Income Securities and Derivatives
Lecture - 3 credits
- Exposes students to theory, applications, and evidence concerning highly sensitive interest-rate products.
- Designed for students seeking to develop understanding of fixed-income valuation and hedging methods and familiarity with major markets and instruments.
- Emphasizes tools for quantifying, edging, and speculations.
- Topics include duration; convexity; approaches to modeling the yield curve; interest-rate forward; futures, swaps, and options; credit risk and credit derivative; mortgages; and securitization.
Exposes students to theory, applications, and evidence concerning highly sensitive interest-rate products. Show more.