FNCE 4410 - Advanced Fixed Income Analysis

Credit(s): 3
Lecture Hour(s): 3
Lecture Hours Schedule Type: Lecture, Blended, Online
This quantitatively oriented course covers the analysis and management of fixed-income securities, which are the most prevalent means of raising capital globally. Domestic and international securities for corporations, sovereign and non-sovereign governments and special legal entities will be studied. Topics will include the term structure of interest rates, valuation, the quantification of price risk, analysis of bonds with embedded options, credit risk analysis and bond portfolio management strategies, including liability-driven and yield curve strategies. Portfolio performance attribution techniques will round out the coverage.

Prerequisite(s): FNCE 4407