Units: 4
Hours: Lecture, 3 hours; extra reading, 1.5 hours; outside projects, 1.5 hours
Catalog page 318
Prerequisites: MGT 201
Description: Covers analytical techniques related to fixed-income securities. Includes basic analytical tools in fixed- income markets. Topics include relative pricing of fixed-income securities, yield-curve estimation, securities with embedded options, and trading strategies. Utilizes interest rate swaps, mortgage- backed securities, and credit derivatives.