Sep 19, 2024  
2024-2025 Undergraduate Hill Book 
    
2024-2025 Undergraduate Hill Book

ECO 420 - Fixed Income Analysis

3 Credits
Offered alternative years in Spring
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 - Money and Banking  or FIN 327 - Investments