Fixed Income Risk Management

Overview

Subject code

MTH

Course Number

9882

Department(s)

Description

This course covers fixed income products with emphasis on mortgage products. Students will learn to estimate the risk associated with fixed income products portfolios by using quantitative models. Special emphasis will be placed on explaining the pitfalls of the models before the financial crisis and how they have changed post crisis.

Career

Graduate

Credits

Value

1.5

Max

1.5

Min

1.5

Course Count

1

Number Of Credits

1.5

Number Of Repeats

1

Repeatable

No

Contact Use

Yes

Generate Attendance

No

Left Use

Yes

Present Use

Yes

Reason Use

Yes

Tardy Use

Yes

Template Override

No

Time Use

Yes

Attendance Type

Class Meeting

Auto Create

No

Code

LEC

Instructor Contact Hours

1.5

Default Section Size

30

Final Exam Type

Yes

Include in Dynamic Date Calc

No

Instruction Mode

In Person

LMS File Type

Blackboard CourseInfo 4

Name

Lecture

OEE Workload Hours

0

Optional Component

No

Preferred Room Features

Academic Scheduling

Workload Hours

1.5