Summer-time view of the Center for Communications and Engineering on the Mount Carmel Campus.

Introduction to Fixed Income Analytics

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(3 cr.) This course introduces students to the analytical processes associated with fixed income investing. The course bridges the gap between valuing bonds based on a yield to maturity and valuing bonds as a package of zero-coupon instruments. The concepts of theoretical spot rates, par rates of the on-the-run treasury securities, duration and convexity are discussed. A binomial model is explained and used to value bonds that have built-in options. Prerequisite: FIN 201., Every Year, Fall


Fall 2018

Section 01

  • Instructor
  • Robert Porter
  • Days
  • M
  • Time
  • 1:00 pm - 3:00 pm
  • Location
  • Room 115