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FIN 472  Fixed-Income Securities

Professor Robert B.H. Hauswald, Kogod 48

Fixed-Income Securities is meant to provide an introduction to fixed-income instruments, their analysis, and their most common derivatives. The course proceeds from a contemporary investment-banking perspective and develops the necessary analytic tools for three distinct but related business applications: trading&sales, fixed-income risk measurement and management, and fixed income portfolio management. Topics include: fixed-income pricing, duration and convexity, yield curve calculus, term-structure modelling, interes- rate risk management, embedded optionalities, and asset management.

This page was last updated January 11, 2011
URL: www.american.edu/academic.depts/ksb/finance_realestate/rhauswald/fin673/fin673.html
Contact: R. Hauswald
Copyright Robert B.H. Hauswald, Kogod School of Business, 2003