Debt Securities
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Overview
Description
This course analyzes debt instruments and their markets. The course begins with a discussion of fixed and floating rate bonds and their pricing. The course then addresses the risks of these securities and discusses concepts such as duration and convexity. Risk management strategies such as immunization and hedging with futures are examined. The term structure of interest rates as embodied by spot, coupon and forward yield curves are discussed within the context of traditional bond yield calculations and the price-yield relationship.Prerequisites: FIN 9771 and FIN 9773, or equivalents.
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