Fixed Income Securities

GSM MF 728

The course focuses on the valuation, hedging and management of fixed income securities. Fixed income instruments are by far the most important asset class in financial markets. Basic theoretical and empirical term structure concepts are introduced. Short rate models and the Heath-Jarrow-Morton methodology are presented. Market Models and their application for the valuation of forwards, swaps, caps, floors and swaptions, and other interest rate derivatives are discussed in detail.

SPRG 2017 Schedule

Section Instructor Location Schedule Notes
Z1 M 12:30 pm-3:15 pm

SPRG 2017 Schedule

Section Instructor Location Schedule Notes
Z2 W 12:30 pm-3:15 pm

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.