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2022-23 Fall - FINA5360 - Fixed Income Analysis

Course

Description

Instructor(s)/Supervisor(s)/Coordinator(s): Entela BENZ
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 period1/09/2231/12/22
Course levelPG
Course formatLecture