Fixed Income Analysis

GSM FI 742

This course covers valuation and portfolio management techniques for fixed income securities. Major topics include: the term structure of interest rates; the measurement and management of price volatility using duration and immunization; credit risk embedded options and option-adjusted spreads; mortgages and prepayment risk; and international bond portfolios.

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