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Jun 21, 2024
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2011-2012 HillBook (Class of 2015) [ARCHIVED HILL BOOK]
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ECO 420 - Fixed Income AnalysisThree 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): ECO 309 or BUS 327 .
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