2018-19 Spring - FINA5360 - Fixed Income Analysis

Course

Description

Includes techniques in fixed-income portfolio management and introduction of fixed-income derivatives. Topics include term-structure theories, yield-curve fitting techniques and yield curve trading strategies, portfolio performance evaluation, floating rate securities, forward rate agreements, bond and interest rate futures, and interest rate swaps.
Course period1/02/1930/06/19
Course levelPG
Course formatLecture