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Sep 07, 2024
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2023-2024 Hill Book (Class of 2027) [ARCHIVED HILL BOOK]
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ECO 420 - Fixed Income AnalysisThree Credits Alternate Years: 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 .
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