2015-2016 Academic Catalog

May 27, 2024

2015-2016 Academic Catalog [ARCHIVED CATALOG]

FIN 5208 - Fixed-Income Securities

This course examines fixed-income securities like U.S. Treasury bills, notes, bonds, corporate bonds and mortgages and then analyzes some of the derivatives based upon these securities. The theory of valuation for fixed-income securities is presented along with models of the term structure of interest rates. Much of the course is devoted to using personal computers to model the term structure as a basis for valuation.

Open to MSF students only.

Prerequisites: FIN 4200

Anticipated Terms Offered: Spring semester