MSF6121
MSF 6121 - Fixed Income and Securities (2 Cr.)
Finance (11265)
TCSM - Curtis L. Carlson School of Management
MSF 6121 - Fixed Income and Securities (2 Cr.)
Course description
This class provides an introduction to fixed income markets. Topics include the price/yield relation, no-arbitrage pricing of stripped coupon bonds, the duration/convexity approximation, the term structure of interest rates, defaultable bonds, mortgage-backed securities, inflation protected securities, bonds with embedded options, swap rates, the Fed Funds rate, repurchase agreements, and attribution analysis.
prereq: Fall A Cohort Completion
prereq: Fall A Cohort Completion
Minimum credits
2
Maximum credits
2
Is this course repeatable?
No
Grading basis
A-F - A-F Grade Basis
Lecture
Requirements
009342
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Fall