BUFN765
Fixed Income Derivatives
Surveys fixed income assets and related securities such as Exchange-traded bond options; bonds with embedded options; floating rate notes; caps, collars, and floors; floating rate notes with embedded options. Also surveys advanced tools for interest-rate and fixed-income portfolio management, including the use of derivative securities, and the application of binomial trees for analysis of options, and a sound understanding of stochastic yield curves.
Past Semesters
3 reviews
Average rating:
2.33
3 reviews
Average rating:
2.00
* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.