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

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* "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.