May 30, 2024  
2017-2018 HillBook (Class of 2021) 
2017-2018 HillBook (Class of 2021) [ARCHIVED HILL BOOK]

ECO 420 - Fixed Income Analysis

Three Credits
Spring Semester

This course covers valuation and portfolio management techniques for fixed income securities. Major topics include: the term of structure or interest rates; the measurement and management of price volatility using duration and immunization; credit risk embedded options and option-adjusted spreads; mortgages and prepayments risk; and international bond portfolios.

Prerequisite(s)/Restriction(s): ECO 309  or BUS 327 .