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

Introduction to Fixed Income Analytics

(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

Sessions

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