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AFF 611

Fixed Income Securities

This specialized course in fixed income securities will start by reviewing fixed income markets, discount factors, pricing, yield, duration, convexity, and the term structure of interest rates. The second part of the course looks at the use of binomial trees and the Monte-Carlo methodology in the pricing and hedging of a variety of fixed income securities and their derivatives.
Weekly Contact: Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1

Prerequisites

AFF 501

Co-Requisites

None

Antirequisites

FIN 611

Custom Requisites

None

Mentioned in the Following Calendar Pages

*List may not include courses that are on a common table shared between programs.