Apr 18, 2024  
2018-2019 Academic Catalogue 
    
2018-2019 Academic Catalogue [ARCHIVED CATALOGUE]

ECB 206 - Bonds, Mortgages, and Their Derivatives (1)

Fixed income (debt) securities account for about two thirds of the market value of all securities that are outstanding in the world. This course focuses on various types of debt securities and their markets, and in turn develops tools for the valuation and management of these securities and the interest rate risk associated with them. Additional topics include yield curve analysis, fixed income portfolio management, and immunization strategies. Alternate years.