May 16, 2022  
2021 - 2022 University Catalog 
    
2021 - 2022 University Catalog
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FNCE 415 - Fixed Income Securities


Prerequisites: FNCE 325  or consent of instructor
This course focuses on fixed income securities which include bonds that promise a fixed income stream and by extension all securities whose valuation and hedging are related to interest rates. The topics that will be discussed include bond pricing, interest rate risk and duration, credit risk (credit default swaps and the recent financial crisis), term structure, bond price volatility, and the repo market.

3 credits
Fall



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